Not specifically at a station, but mine was on a train at the hands of a conductor.
(sorry for the long post)
Was visiting my girlfriend at Barnstaple from my uni in Bath. I got the train from Oldfield park so had to buy a ticket on board. For whatever reason the guard couldn't get Barnstaple on his machine, so I just agreed to get a ticket to Exeter and buy a ticket to Barnstaple there.
For whatever reason (can't remember why) I decided just to buy a single from Exeter to Barnstaple. So all was fine.
However, on the return journey I got to Barnstaple station quite late, only just in time to catch the train. As such I didn't have time to buy a ticket to Exeter beforehand. Didn't really think anything of it as I had seen guards many times more than happy to sell any ticket you want on that line.
The guard came around right away, before we had left the station, so I asked for a single. She started having a proper go at me for not buying beforehand and would not accept my reasoning that I didn't have time. She proceeded to tell me I had to get off the train and buy a ticket from the ticket machine, knowing full well that would mean I would miss the train (we had about 1 minute before we were leaving) and so I would miss my connection in Exeter and thus Bristol (for oldfield park). Eventually she was prepared to sell me a ticket, but not with my 16-25 railcard. As such I didn't have enough cash on me (I did have a look and started seeing how much change I had, but she said she would refuse to take anymore than 20p in coppers). I offered to pay with my debit card, but without looking at it she just snapped back saying you can't use them to buy tickets. I tried to argue that point (which I knew was wrong) but she wasn't having any of it. She threatened to throw me off the train at the next station (in the middle of nowhere). Eventually after a load of arguing she finally agreed that I could pay with my debit card and that was that.
Needless to say, the possibility of being chucked off and stranded in the middle of nowhere was quite scary for me.
I know it was mostly my fault (should have bought a return from Exeter, should have tried to get to Barnstaple earlier etc), but I have never ever come across a guard that up themselves ever before. I realise that some people take the mick, but there is no need to have that attitude with customers IMO. To further add to my annoyance, she gladly sold a variety of tickets to other people on the service who had got on at Barnstaple. I swear it has something to do with the fact I am young (and look quite young), and she decided to tar me with the "youth" stereotype.
However, I do now ensure I have any tickets I need beforehand if at all possible. Still hasn't stopped me having to argue points with gateline staff though (trying to buy a ticket at Exeter when I was travelling from Castle Cary - they would not believe me that the ticket office at Castle Cary was not open, next time I'll take a photo!)
Note - I realise most guards are not like that. I have used trains enough to know that most guards are very friendly, very helpful and are more than willing to listen to what you have to say. Actually, in all my time using trains, she is the only guard I have come across who I have any reason to complain about.
In terms of on a station, I would probably say at Cardiff Central whenever Wales are playing rugby at home! Its a nightmare because of the amount of people and the amount of alcohol people drink.