Union station means: A railroad station shared by more than one railroad company, usually to spread the costs and ease the logistics of serving a particular town by rail.. It is mainly Canadian English and may not be understood outside that context. There is no real cause for parental concern; it is descriptive vocabulary rather than risky behaviour. If your teen uses it, context will usually make the intent clear. A short, curious question about where they heard it is usually all that is needed to know whether to follow up.