The train station at Niles, MI is quite picturesque (at least from the outside)
And to add for Michigan, that Jackson, MI has a great and historic train station as well. Allegedly, it's the oldest station in Michigan, still in use as a train station. I agree about Niles having a pretty nice station, as well.
If you're in Saint Louis, I'd say going inside the old Union Station hotel (and as of now, it's become a Doubletree) is a MUST. Since the inside is extremely beautiful, and the outside is really nice as well. I know there are a few old trains parked outside this station (this station used to be a big train hub, as you can guess), that you can look at as well.
I remember the inside of the station in Toledo, OH was nice, when I looked inside it during a Lake Shore Limited 20 minute station stop/stretch break layover. Though it made me sad too, how many abandoned platforms and tracks I saw to the side no longer being used. This was obviously another former train station hub, no longer functioning as that.
ETA: I think you'd like some of the historic train stations on the Empire Builder route, such as Whitefish, MT(a former Great Northern Railroad station). Also some of the lodges(and have a Bavarian and wood look to them, i.e. Many Glacier Hotel) within Glacier National Park, plus the hotel in Essex, MT (Isaac Walton Inn, right outside of here is an Amtrak station that's still served by them, but it's location is more isolated vs. the east and west portions of this national park), were all built and financed by Great Northern Railroad. Not railroad stations per se, but if you'd ever got up to northwest Montana, they are worth a look. Also certain other ex-Great Northern stations still have vintage railroad equipment placed outside of a station, such as Havre, MT.
A different long distance line you may like as far as railroad stations designs go, would be stations along the Southwest Chief route. I.e. the former Harvey Houses in Las Vegas, New Mexico, Winslow, Arizona, and Barstow, California, to name examples. Kansas City has a nice historic train station, still in use by Amtrak today. The restored Amtrak station in Saint Paul, Minnesota(Empire Builder route), would also be up your alley to see. Finally down in North Carolina (along I believe the Silver Star route, NC/Carolinas/Virginia locals correct me if I'm wrong), I remember once seeing an online pic of the depot in Hamlet, NC, which I thought had a nice historic design. And on a similar online pic note, Temple, Texas(Texas Eagle route) had a nice looking station. Finally from the few pics I've seen of it online, I suspect Memphis(City of New Orleans) may be historic to some extent inside. Even has a neon sign inside, and is nice to think is still in use to this day.
Now THE very last ETA: Metra (Chicago commuter rail) has some very nice looking historic stations, along its lines. The examples of ones I really like include 99th Street and 111th Street(Rock Island Beverly/Morgan Park branch), Lake Bluff (Union Pacific North), Berwyn (Oak Park Ave, BNSF), and Downers Grove to name a few. For South Shore Line (runs towards both Michigan City and South Bend, in Indiana), Beverly Shores is a really great looking station. Beverly Shores even has its historic neon sign to this day, which still lights up at night!
