Every golf club built in the early 1900s in Buenos Aires Argentina, including San Andres Golf Club (1907) designed by Mungo Park and shown in the aerial below. The train station is less than 50 yards from the club house entrance, and you can see the 9th and 18th greens just across the stream and close to the club house (bottom left). Early golfers used to pay their bar bill and head home when they heard the last train back into the city rolling into the station. San Andres hosted more Argentine Opens (108th edition held last year) than any other club, but has not been able to adapt to the longer distances due to lack of space and has not held a pro event since 1986.
Hurlingham, Ranelagh Golf Club (home of Roberto De Vicenzo), Lomas, Golf Club General San Martin and Club Mitre are some examples where the actual address of the club is the station. I could add the Jockey Club one block away from the San Isidro Station, however the golf club house is 1.5 miles away.