The Vending Machines only sells Coal as visiting this place is useless at first.
However, when the player goes to the Train Station and takes the Quest, Locomotionless, the Vending Machines can be actually useful after all. The Shy Guy that works on the Train Station mentions that he needs Coal to run the Train. When the player buys Coal from the Vending Machines, he or she must give the item back to the Shy Guy and the player will receive a Gaddget, the Cake Maker.
Mrs. Shroomlock mentions that the Vending Machines actually sell the item, coal, when the player takes the quest.