On 26 February 1882 the new station building was opened. Designed in an Italianate style under the direction of John Whitton, the grandeur of the new building stood as a symbol of NSW's colonial pride. The premiers of both New South Wales and Victoria attended the official opening of the 1881 station, marking the first time in Australian history that two colonial premiers had appeared together publicly. The New South Wales Government Railways were built to the standard gauge, which meant travellers in both directions had to change trains at Albury. This resulted in a platform being built to accommodate that move, then the longest in Australia. Early changes to the station precinct included construction of refreshment rooms, a goods shed and a temporary customs office in 1883, and an engine shed, new covered platform and new goods shed in 1884. In 1887, the station and southern end of the yard were interlocked and the southern yard remodelled. Other changes at Albury in the late 19th century included alterations to the barracks (1890), provision of a furnace for heating foot warmers (1890), provision of a special booking office on the platform for sleeping berth tickets for passengers from Victorian trains (1890), new drivers' barracks (1890), interlocking of the North Yard (1891), and the extension of the platform (1892 and 1902). A contract for the construction of an engine shed, turntable pit, and coal stage was let to A. Frew in October 1880, with the original engine shed built as a two-track structure with the capacity to accommodate eight locomotives. The original 15.240m turntable was increased in size to 18.288m in 1904 and then to 22.860m in 1926. A coal stage was introduced in . Numerous changes were made to the station and yard in the 20th century, with some of the major alterations or additions including extension of the carriage shed (1905), extension of the platform and awning at the Country (southern) end (1907), erection of an additional carriage shed (1912), provision of an Institute building (1921), and extension of the awning (1944). Major improvements were made to railway infrastructure at Albury and Wodonga during, and immediately prior to, World War II. The importance of improving railway links between states had been understood by military planners since Federation and became more acute after Japan entered World War II. The threat posed to coastal shipping by enemy ships and submarines, combined with restrictions on petrol and rubber, made rail transport increasingly important during the war.