Abstract: Ammonia (NH3), as a carbon-free hydrogen energy carrier, can be co-fired with pulverized coal in coal-fired boilers and represents a feasible pathway for reducing carbon emissions at the source in thermal power generation. However, the low reactivity, high fuel-nitrogen content, and relatively weak radiative heat-transfer capability of ammonia pose challenges to co-firing, including delayed ignition, flame instability, deteriorated burnout, and increased emissions of nitrogen-containing pollutants. Focusing on ignition, flame stability, burnout, and nitrogen conversion in ammonia–coal co-firing, this paper reviews experimental and numerical studies across multiple scales, ranging from single particles and laboratory-scale flames to pilot-scale and industrial boilers, with particular emphasis on the effects of temperature, oxygen concentration, coal rank, particle size, ammonia blending ratio, ammonia injection strategy, air staging, and operating load. Existing studies indicate that the effects of ammonia addition on ignition and burnout are strongly dependent on operating conditions and are governed by the competition among heat release and radical supplementation from ammonia combustion, oxygen competition, particle heat transfer, and the formation of nitrogen-containing structures on char surfaces. The release of coal volatiles, particle radiation, and recirculation of high-temperature flue gas are beneficial to flame stabilization, whereas high ammonia blending ratios and low-load operation increase the risks of downstream displacement of the reaction zone, local flame extinction, and incomplete combustion. NH3-N can generate NO through oxidation pathways and can also promote NO reduction through homogeneous NHx reactions and heterogeneous reactions on char surfaces. Air staging can effectively reduce NO emissions, but deep air staging may lead to increased N2O, CO, unburned carbon, and NH3 slip. Future studies should focus on high ammonia blending ratios and low-load operation, further clarify the operating boundaries governing key combustion processes, improve cross-scale predictive methods for gas–solid reactions in ammonia–coal co-firing, and develop combustion–emission co-optimization strategies that simultaneously account for flame stability, burnout, and the control of NOx, N2O, and NH3 slip.