Roughly two sorts of station where this is likely to be the case: junction stations and branchline stations
Banbury, Plymouth
Few expresses don't stop for a Bath I think.In terms of the original question I'd imagine Bath Spa would count.
Although in terms of not being a terminating station, I think a handful of peak time services do terminate at Bath.
0705 Wolverhampton to London Euston passes through both Birmingham International and Coventry without calling.
A few random 'mainline' ones off the top of my head and not as far as I can see mentioned already, and save diversions and what have you:
Western: Truro, St Austell, Cheltenham Spa, Gloucester, Newport (Gwent), Bridgend (?)
Midland: Chester, Llandudno Junction, Bangor (Gwynedd), Wolves, Leicester, Leamington Spa
Eastern: Skipton, Keighley, Wakefield Westgate, Ipswich
Scotland: Dundee, Arbroath, Falkirk Grahamston, Pitlochry, Kingussie, Aviemore
And Kirkby Stephen IIRC.
Exeter Central is missed by the last Waterloo-Exeter St David's on Sundays (or something odd like that). A couple of peak SWT services miss Brockenhurst.
Is Oxford not disqualified through having services start and terminate there?
I thought terminal in the OP literally meant a terminus station, e.g. London Euston (NR) or Holyhead, not 'through' stations which happen to have terminating services, e.g. Oxford or Leeds.
Pretty certain Exeter St Davids, Plymouth, Bristol Temple Meads, Swindon and possibly Bristol Parkway are all contenders.
Pretty certain Exeter St Davids, Plymouth, Bristol Temple Meads, Swindon and possibly Bristol Parkway are all contenders.
There are a handful of Chiltern services which don't stop at Banbury.
Non-terminal stations or stations that have no terminating services;
Thornaby, Malton, Seamer, Barnsley, Hebden Bridge, Burnley Manchester Road, Accrington.
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I'm not sure if it's still the case but I'm sure some XC services didn't stop there either.
Southbound WAG and the 09:26 from Chester to Cardiff which runs non stop Shrewsbury-Newport.Abergavenny
Non-terminal stations or stations that have no terminating services;
Thornaby, Malton, Seamer, Barnsley, Hebden Bridge, Burnley Manchester Road, Accrington.
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I'm not sure if it's still the case but I'm sure some XC services didn't stop there either.
The final Manchester Vic to Leeds of the night runs fast from Bradford Interchange to Leeds.Hebden Bridge has at least two services starting there (05.49 and 07.39 to Leeds) in the current timetable plus fairly regular non-stop TPE late night services (e.g. the 0.38/0.45 Manchester Airport departure only calls at Huddersfield on Saturdays, during the week it is often routed via the Calder Valley).
I'm fairly sure all trains stop at New Pudsey.