It's another example of the 'Americanisation' of OUR language !
http://www.grumpyoldsod.com/railway station.asp
"When one raises the use of the phrase “train station”, thoughtless people will frequently reply that as one goes to a bus station to get on a bus, plainly one ought to go to a train station to catch a train. This is simplistic and doesn't stand up to logic. Do you go to a petrol station to catch some petrol? No, you don't. You put some petrol in your car and it's the car that carries you away. You might as well talk about “car stations.....”