What's the difference between a depot and a station? - Trains Magazine

I've lived in the US most of my life and I have never heard the term "depot" used.  However, I have seen it in books.  The books are talking about places in the mid west or west.  

Usually the word I have heard is "station" for any place a train stops including a terminal.  Back when I rode the New Haven Railroad I remember conductors saying "Grand Central Station" although it is really a terminal.  However, if you ride the train to Hoboken the announcement will be "Hoboken Terminal" which is accurate.