Vokzal

The Russian word for a railway station is "vokzal", which sounds a little phonetically similar to Vauxhall.

Interestingly, this isn't a coincidence- the story goes that a Russian delegation visited Vauxhall, South London in 1840 and mistook the name of the rail station there for the generic building name.  From there, they decided that when constructing railways in Russia, stations would be called "vokzal".