From the Wikipedia page 
Harlesden (Midland) railway station was a station in northwest London on the south side of the southern section of a road called Craven Park, which is part of the A404 Harrow Road between Paddington and Wembley. The station was sometimes known as Harrow Road or as Stonebridge Park.
It was opened by the Midland Railway on the Dudding Hill Line in 1875, partly to service the neighbouring exclusive Craven Park Estate. It was finally closed to passengers for a second time in 1902, after a sustained campaign by local people. The neighbouring goods sidings were in use for coal deliveries until the 1960s. The former goods office still stands in 2010, although the interior and much of the roof was destroyed in a fire in December 2009. Some platform edges remain, although most were removed when the railway embankment was pinned to stop slippage in 2001.
The Dudding Hill Line remains in use for freight services today. The station stands on the later 1855 straightening of this road, which meant the railway had to be built under two roads of the same name.