None of them is in UK. And the third one is not a train station...
The second one is the Estacion de Atocha, in Madrid - Spain
Is number 3 the Rijksmuseum in Amsterdam? That was my first thought but the setting looks different and then your clue made me think I must just be remembering wrong.
After reading all the hints, Google pointed me in the direction of the Hundertwasserhaus in Vienna.