Accretionary lapilli have been identified in claystones (tonsteins) associated with coal beds of Late Cretaceous age in Wyoming, Utah, and New Mexico. The presence of accretionary lapilli in these tonstein partings confirms their volcanic origin. Similar concentric structures in other claystones not in coal, such as some flint clays, may also be accretionary lapilli, indicating a volcanic origin for these deposits. The lapilli are spherical aggregates of volcanic ash that form in eruption columns, where water vapor and turbulence promote accretion of layers of fine ash about coarse-grained aggregates of ash acting as nuclei. The very fine particle size of the crystalline components of the claystones containing accretionary lapilli, coupled with the relatively small size of the lapilli themselves (2-7.5 mm), suggests that the lapilli formed far downwind from the volcano through interaction with moisture from the atmosphere, rather than with magmatic or phreatic moisture near the source vent.