This is highly dependent on where you live. At the extreme, North Dakota [1] gets 75% of its electricity from coal burning. But in California, the mix is 35% Natural Gas, 25% Renewable, 10% hydro, 10% nuclear [2], so nearly half of the electricity is carbon-neutral. If huge places like California go electric, they will take other places along with them.
But even in the unlikely scenario of a primarily coal-based grid in the future, the efficiency increase that comes from the centralization of combustion at the coal plant (as opposed to in the vehicle) still results in lower well-to-wheels CO2 emissions [3].
[1] http://www.ndenergyforum.com/expert-facts/
[2] http://www.energy.ca.gov/almanac/electricity_data/total_syst...
[3] http://mydocs.epri.com/docs/CorporateDocuments/SectorPages/P...
Which is not to say it isn't an improvement, just that it oversimplifies things only to look at one side of the balance sheet.