A private station was opened at Black Dog Siding on November 3rd 1863 for Lord Lansdowne. There were no restrictions on the use of the station by the public, but it did not appear in a public timetable until September 15th 1952 and until that date anyone wishing to travel to the station had to buy a ticket to Calne. In 1898 the GWR requested that Lord Lansdowne should allow a nameboard showing Black Dog Station to be mounted on the platform, but permission was refused.
The station was provided with a long goods platform served by a single siding and ground frame. This was often used by Lord Lansdowne for the temporary transfer of valuables to his London residence.
During World War 1, a top level war cabinet meeting took place in a carriage berthed in the siding. At the time, a military unit was stationed in outbuildings opposite the station.
In 1950 the station house was sold and was later converted into a modern bungalow. On February 1st 1960, Black Dog became an unstaffed halt; the siding was last used by a local coal merchant on November 1st 1963 and was lifted shortly afterwards.
The short passenger platform was on the west side of the line. It was provided with a substantial timber building incorporating several rooms and a waiting shelter. This survived until 1967 when the track was lifted.
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