Hulls old Ground had a station I think.
I think I'm right in saying back in the day that Bolton did as well, in fact I'm sure I;ve seen a photo of it with the ground dug in (so the train line was at the top of the Bank. Reg shall enlighten us no doubt.
Hull at Boothferry park, claimed to be unique in having a siding with a platform that went straight to turnstiles, so if not Hull, how about Exeter, which has a station nearby...but not quite as purpose built as Hull.
Burnden Park, Bolton had the railway end....but it was a line running behind its bank....without any official access....it was fans crossing the railway line in the 40's that caused the Burnden disaster