It is a legal requirement to have a valid ticket before you board and you commit a crime under the Railway Bylaws if you don't (and the station you boarded at has a ticket office or machine).
The key point is likely to be that the boarding station has a ticket machine and perhaps a staffed booking office. Therefore you are expected to buy tickets before boarding a train.
mods note - split from here
A guard on a Greater Anglia service recommended that I always buy a ticket from the guard as there is no way to get an invalid/incorrect ticket (during some troubles with ticketing). The station I get on is unstaffed but does have working ticket machines... would this technically be illegal as well? Sometimes a guard doesn't come through, which is why I have only done this when trying to buy tickets unavailable at the machines (which I have checked to be legal).
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