Train & Railway are British English, Railroad is an Americanism.

i think it is most common to say train station. sorry that my answer is not very detailed.

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.

I agree with Ed. Train station and railroad station are American English. Railway station is British English. However, 'train station' is becoming increasingly common in Britain. It's a useful term because it's very clear - you get a bus from a bus station and a train from a train station. 'Railway station' is beginning to fall out of use in the UK, mainly because we a less conscious of the 'railway' as a system than we were in Victorian times. It is still widely understood, however. 'Railroad station' is also understood in the UK, thanks to American media influence, but the term is never used.

Like Paul said, we (Americans) say Train station. I don't think I've ever heard anyone say Railroad Station or Railway Station.