So, it is not possible to combine a station and extension together. But... It is possible to build a station "inside" another building! (See here (http://forum.simutrans.com/index.php?topic=9984.msg95021#msg95021)). I hope you see what kinds of exciting things this allows, too!
(http://i98.photobucket.com/albums/l249/shiut555/praise.gif)
:thumbsup:
Now, that, is something I never would have thought possible
pak64german has (had) one mine that let you do this.