Students of Russian (in Britain) usually find it easy to remember the Russian word for '(railway) station', which is вокзал (vokzal), as they are told to think of Vauxhall. These days Vauxhall (pronounced Vox-hall) is a busy overground and Underground station a few minutes from Waterloo, and many Russian teachers (me included) tell their students that the Russian word came about because Russian engineers were visiting London in the mid-19th century and, when they were shown Vauxhall station, they mixed up the name Vauxhall with the generic name for the building.
The name Vauxhall comes the French surname Falkes (and means 'hall or manor of a nobleman named Falkes). Before the association of the name Vauxhall with the busy station, Vauxhall was best known for its pleasure gardens, which were very popular in the 18th century -- anybody who was anybody promenaded there. It was not a public park -- you had to pay to enter. Here's the Wikipedia page with an interesting painting by Rowlandson showing just what a lively place it was.
The word vokzal apparently existed in Russian well before the building of Vauxhall station (it appears in a line of a Pushkin poem on the Wikipedia Vauxhall page) and was adopted in honour of Vauxhall pleasure gardens. The original meaning of vokzal was 'amusement park' or 'pleasure park'. The first public railway in Russia was the line between St Petersburg and the nearby tsar's palace at Pavlovsk. The town of Pavlovsk had a pleasure gardens, which were the destination of most of the train travellers, so it looks as if the pleasure gardens became heavily associated with the railway next door.