Rockingham railway station was a station just south of Caldecott, Rutland. The station was actually over the county line into Leicestershire, and was named after the village of Rockingham, Northamptonshire, which although one mile distant and smaller than Caldecott was thought to be more important because it is the location of Rockingham Castle. The Great Northern Railway also provided trains between 1880 and 1916. At grouping in 1923 it became part of the London Midland and Scottish Railway. Former Services