You can put a regular furnace in a mobile home, but it may be dangerous to do so. Running a furnace on oil would be dangerous in a mobile vehicle especially if mobile because of the risk of spillage of hot oil causing a fire or causing injury to someone. Even if the heater is not on, fuel such as oil and coal will still have a long cooldown period which means you cannot simply turn the heating off and be on your way. Exhaust gases produced by burners must go somewhere. This would mean a stovepipe or flue through the roof which could let in the cold and damp, causing drag as you drive along or getting taken out by the wind resistance or a pesty branch or even a low bridge. The combustion chamber inside a conventional furnace would be a safety concern for an RV. Inside the combustion chamber, gas is mixed with air and ignited by a spark. Any kind of spark is risky, especially when RV users might have other combustible gases nearby for cooking or refrigeration. The final thing to consider when using a conventional furnace is that some campsites include electricity as part of the facilities they provide. You will always have to pay extra for coal, oil, and gas.