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I was interested to read that Paddington Bear was found on Paddington Station, not in or at Paddington Station. I would never have chosen this usage (I speak Canadian English). I had a look at Google Ngrams and found that at is by far the more common usage, with on and in coming far behind and with comparable usage. I did a similar search for on, in and at Euston Station with similar results. Then I did the same search for Grand Central Station, which, unlike Paddington and Euston stations, is in New York. Here, at and in are neck-to-neck, with on coming a distant third.

I assume, therefore, that "on X station" is a mainly British English usage. I'm curious to know why. What is it that one is on? Is it the platform that we're on? Surely not the rails? Does anyone know where the use of these three prepositions comes from wrt train stations? How does usage in other English speaking countries compare? Writing as a Canadian, I would lean toward the Grand Central Station usage i.e. at or in, but not on. How about other places such as airports? We're not on Heathrow, are we? Are we on the bus station?

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In New York, they use in for Penn Station. –  Noah Jul 6 '12 at 3:16
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Technically it's Grand Central Terminal - trains can go no farther south. There is, however, a subway station just below or to the side that shares its name. –  jitard Jul 6 '12 at 5:16
    
On station, or on X station, is an old Naval usage - it refers to being on patrol or blockade duty within a prescribed area of the sea (more recently, the same term is used in military aviation.) I wonder whether Michael Bond (the author of the Paddington books) had that construction in mind? –  MT_Head Jul 6 '12 at 5:49
    
@MetaEd thanks, that's an interesting discussion. Will the twain ever meet indeed. –  JAM Jul 6 '12 at 12:29
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2 Answers

up vote 4 down vote accepted

In/At the station is perfectly correct.
On the station is unusual but acceptable, because you would be on a platform in the same way that you would be a on a dock or on a quay.

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I'd say they used the Preposition "on" in the article because the Subject of the sentence is a bear stuffed toy, and "on" suggests the manner in which the toy was found literally on the surface of the platform.

Similarly, I suppose some people might also say "on Paddington station" in the same way that they would say "on the platform."

British English would also prescribe "at the station." And "at/ in Nottingham" for a place that's a point on a journey.

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"stuffed toy" - how dare you sir! Paddington is very real –  mgb Jul 6 '12 at 4:15
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