There's a lot of books on railway stations. Here you find a selection I took from the site of Barnes and Noble. You can click on the links to know more about the books.

The Modern Station: New Approaches to Railway Architecture

Railway Stations

All Stations to Murder: True Tales of Crime on the Railway

Cities on Rails: The Redevelopment of Railway Station Areas

The Directory of Railway Stations

Railway Heritage: Paddington Station

Railway Station

Railway Stations of Britain: Just a Glimpse

Southern Railway Depots, Vol. 2

Southern Railway Depots: North Carolina, Vol. 1

Train Doesn't Stop Here Any More: An Illustrated History of Railway Stations in Canada

Waldo at Railway Station

Railroad Stations Depots and Roundhouses

Grand Central: Gateway to a Million Lives

New York Central Stations and Terminals

Railroad Stations

The American Train Depot and Roundhouse

Grand Central Terminal: Warren and Wetmore

The Railroad Station: An Architectural History

Living in the Depot: The Two-Story Railroad Station

Train Leaves the Station

Thousand Voices: The Story of Nashville's Union Station

Worcester's Union Station: The Monument and the Memories