Here are some of the better ones from around the US. Pictures without a listed source are my own.
Washington Union Station:
In my biased opinion, the best in America, along w/ Grand Central. Pictures never do it justice.
Philadelphia 30th Street Station:
The outside is unextraordinary IMO (a lot of American stations look similar, though smaller), but it's one of the few stations in the country(along with NY and DC) that have really European levels of activity and trains.
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Boston South Station:
Unfortunately only a shadow of its former greatness, but still an awesome building.
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Cincinnati Union Terminal:
So unique. So deco. So cool.
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Saint Louis Union Station:
Probably the most famous of the many Romanesque stations in the US, although it has more French influences than most.
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Worcester, MA Union Station:
It just doesn't get any more gorgeous than this...
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Richmond Main Street Station:
... Unless you've been to Richmond.