When you drill a hole for a drywall anchor and the drill keeps going and going?

Wow you have something a bit off with this. First, what does the bit have in it when you drill these long holes into the wall? Second, when you screw the dry wall screws in do they continue to pull in and not just spin around? OK lets take this on step at a time. If you can say that there is wood behind the drywall due to the bit having wood and the screw continuing to pull in instead of spin you have some real old walls.? Is your house new or old....if it is new then you are playing with fire using those screws.....Look up on the web what a "MOLLY BOLT" is . I have done construction for years and as far as I know there isn't a stronger fastener for attaching objects to hollow walls..this is what you need for your coat rack. If you do have wood walls then I would suggest you use a better holding screw than dry wall. You should find a small box of #8-#10 deck screws that come in many lengths.... you will use these for all types of stuff at your house....one more suggestion. Try to buy a #2 square drive bit to drive in the deck screws.(buy square drive screws) A lot of people strip out the heads on screws when trying to use them.....the square drives are waaaaaaay easier to put in and pull out over and over. YOU CAN DO IT!!!