Stewey: Whilst I agree that the 'railroad' companies were all called railroads...never in my life have I heard anyone say they're going to the railroad station.
But you are right, all those names of the past, New York Central, Union Pacific, Burlington Northern, Sante Fe, Southern, Chessapeake & Ohio, Atlantic Coastline - all of those were 'railroads.' But as I say, whether it was the terminal station company, union station company , or other, I've never heard it called railroad station...
Crum, considering how Americans are so determined to modify, shorten, colloquialise, expurgate and delineate words, turning places like Atlanta into L�aana and phrases such as �are you going to take that with you� to Y�a gwine ta dat wichoo,� the thought of our fellow �English� speakers saying railroad station sounds highly suspect.
But I never cease to be amazed :-)