This now seems to be used universally, but 30 years ago everyone would call it a railway station. It doesn't particularly bother me, but does anyone know when/why "train" replaced "railway"?
I suspect it just followed naturally from 'bus-station'. Nobody ever called that a 'road-station', which would be the equivalent of 'railway station'. It is also probably yet another americanism which has caught on here.
'Train station' is not listed in The Oxford English Dictionary, which would suggest it came into use only within the past twenty years or so.