The station's correct name is "Kings Cross", not "London Kings Cross" (unlike say Paddington which is actually "London Paddington"

I went with what I have to type into National Rail Enquries where it's London Kings Cross and London Liverpool Street and etc etc. Knowing it took the data from NationalRail, this seemed the obvious approach.

That is probably application logic to help users out, the raw data set of train stations lists the official names only.

I typed in 'WAT' expecting it to match Waterloo (it didn't).

I got Waterloo by typing WAT, it's listed as Waterloo and not London Waterloo

On a similar minor note, it would be nice to have exact matches to the 3 letter station codes appear at the top of the list, as they do on 'official' sites.

This is a great site though and potentially very useful, great job!