Malahide Railway Station (or should I say "Train station"?), a photo by infomatique on Flickr.
"I'm sitting in the railway station," sang Paul Simon.
I noticed that the sign at the entrance said "Malahide Train Station" and there was me referring to them as "Railway Stations" for the last sixty years.
According to the Google Books Ngram Viewer, which calculates the frequency of phrases in all books scanned by Google from 1800 to 2000, the phrase "train station" was first used significantly in 1960, and has been growing in popularity ever since. However, at least according to Google's data, "railway station" is still more popular.