I disagree with my countrymen. In the US, "railroad station" and "train station" are both very common. "Railway station" is not used these days, but was 100 or so years ago. I am a bit of a student of railroad history and a US native. Now, it could be a regional difference, but while "train station" is most common, "railroad station" is fine in most usages. There can be some subtle differences, having to do with the size of the station and the type of railroad, but consider them to be the same.