Organization, Business and Summary of Significant Accounting Policies (Tables)

12 Months Ended

Dec. 31, 2011

Organization Business and Summary of Significant Accounting Policies [Abstract]

Property, Plant and Equipment, estimated useful lives

Buildings	10 – 20 years
Land and leasehold improvements	3 – 20 years
Machinery and equipment	3 – 12 years
Rolling stock	3 – 10 years
Containers	5 – 12 years
Rail cars	20 years

Reconciliation of the Company's final capping, closure and post-closure liability

Final capping, closure and post-closure liability at December 31, 2009	$	32,235
Adjustments to final capping, closure and post-closure liabilities		(6,990	)
Liabilities incurred		2,513
Accretion expense		1,766
Closure payments		(1,133	)
Assumption of closure liabilities from acquisitions		146
Final capping, closure and post-closure liability at December 31, 2010		28,537
Adjustments to final capping, closure and post-closure liabilities		(1,038	)
Liabilities incurred		2,088
Accretion expense		1,967
Closure payments		(2,100	)
Assumption of closure liabilities from acquisitions		1,429
Final capping, closure and post-closure liability at December 31, 2011	$	30,883

Carrying values and fair values of the Company's debt instruments

	Carrying Value at				Fair Value* at
	December 31,				December 31,
	2011		2010		2011		2010
6.22% Senior Notes due 2015	$	175,000	$	175,000	$	186,305	$	198,300
3.30% Senior Notes due 2016	$	100,000	$	—	$	98,980	$	—
4.00% Senior Notes due 2018	$	50,000	$	—	$	51,220	$	—
5.25% Senior Notes due 2019	$	175,000	$	175,000	$	174,125	$	191,316
4.64% Senior Notes due 2021	$	100,000	$	—	$	104,250	$	—

* Fair value based on quotes of bonds with similar ratings in similar industries

Company's derivative instruments

			Fixed			Variable
	Notional		Interest			Interest Rate
Date Entered	Amount		Rate Paid*			Received	Effective Date	Expiration Date
March 2009	$	175,000		2.85	%	1-month LIBOR	February 2011	February 2014
August 2011	$	150,000		0.80	%	1-month LIBOR	April 2012	January 2015
December 2011	$	175,000		1.60	%	1-month LIBOR	February 2014	February 2017

* plus applicable margin.

	Notional		Diesel
	Amount		Rate Paid
	(in gallons per		Fixed (per		Diesel Rate Received	Effective	Expiration
Date Entered	month)		gallon)		Variable	Date	Date
December 2008		400,000	$	3.03	DOE Diesel Fuel Index*	January 2012	December 2012

* If the national U.S. on-highway average price for a gallon of diesel fuel (“average price”), as published by the Department of Energy, exceeds the contract price per gallon, the Company receives the difference between the average price and the contract price (multiplied by the notional number of gallons) from the counterparty. If the average price is less than the contract price per gallon, the Company pays the difference to the counterparty.

Fair values of derivative instruments designated as cash flow hedges

Derivatives
Designated as Cash	Asset Derivatives			Liability Derivatives
Flow Hedges	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Interest rate swaps				Accrued liabilities(a)	$	(4,476	)
				Other long-term liabilities		(4,642	)
Fuel hedges	Prepaid expenses and other current assets(b)	$	3,506
Total derivatives designated as cash flow hedges		$	3,506		$	(9,118	)

(a)	Represents the estimated amount of the existing unrealized losses on interest rate swaps as of December 31, 2011 (based on the interest rate yield curve at that date), included in accumulated other comprehensive loss expected to be reclassified into pre-tax earnings within the next 12 months. The actual amounts reclassified into earnings are dependent on future movements in interest rates.
(b)	Represents the estimated amount of the existing unrealized gains on fuel hedges as of December 31, 2011 (based on the forward DOE diesel fuel index curve at that date), included in accumulated other comprehensive loss expected to be reclassified into pre-tax earnings within the next 12 months. The actual amounts reclassified into earnings are dependent on future movements in diesel fuel prices.

Derivatives
Designated as Cash	Asset Derivatives			Liability Derivatives
Flow Hedges	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Interest rate swaps				Accrued liabilities	$	(4,988	)
				Other long-term liabilities		(4,734	)
Fuel hedges	Prepaid expenses and other current assets	$	2,469
	Other assets, net		2,261
Total derivatives designated as cash flow hedges		$	4,730		$	(9,722	)

Impact of cash flow hedges on results of operations, comprehensive income and accumulated other comprehensive loss

	Amount of Gain or (Loss) Recognized									Amount of (Gain) or Loss Reclassified
	as AOCL on Derivatives, Net of Tax									from AOCL into Earnings,
Derivatives	(Effective Portion)(a)								Statement of	Net of Tax (Effective Portion)(b), (c)
Designated as Cash	Years Ended December 31,								Income	Years Ended December 31,
Flow Hedges	2011			2010			2009		Classification	2011			2010		2009
Interest rate swaps	$	(3,224	)	$	(6,812	)	$	3,283	Interest expense	$	3,598		$	5,612	$	9,124
Fuel hedges		1,905			559			1,346	Cost of operations		(2,664	)		2,438		5,292
Total	$	(1,319	)	$	(6,253	)	$	4,629		$	934		$	8,050	$	14,416

(a)	In accordance with the derivatives and hedging guidance, the effective portions of the changes in fair values of interest rate swaps and fuel hedges have been recorded in equity as a component of AOCL. As the critical terms of the interest rate swaps match the underlying debt being hedged, no ineffectiveness is recognized on these swaps and, therefore, all unrealized changes in fair value are recorded in AOCL. Because changes in the actual price of diesel fuel and changes in the DOE index price do not offset exactly each reporting period, the Company assesses whether the fuel hedges are highly effective using the cumulative dollar offset approach.
(b)	Amounts reclassified from AOCL into earnings related to realized gains and losses on interest rate swaps are recognized when interest payments or receipts occur related to the swap contracts, which correspond to when interest payments are made on the Company’s hedged debt. Amounts exclude the charge of $9,250 related to the termination of two interest rate swap agreements in October 2009.
(c)	Amounts reclassified from AOCL into earnings related to realized gains and losses on fuel hedges are recognized when settlement payments or receipts occur related to the hedge contracts, which correspond to when the underlying fuel is consumed.