Wembley Central is a key interchange station in northwest London, serving London Underground, London Overground, London Midland and Southern trains. Rail first arrived in Wembley in 1837, but today the station is a modern-looking building, having undergone a series of rebuilds and extensive renovations throughout the 20th century, often coinciding with major sporting events such as the 1948 Olympic Games and 1966 Football World Cup. Most recently the station was made entirely step-free for the 2012 Olympics at a cost of £2.5m.
The station is situated on the High Road, the main street of Wembley. Even though it isn't the closest station to the stadium - that's Wembley Stadium station - it gets busy when there are events on, so be prepared for congestion. If you're not coming for an event, the main shopping area is found on Central Square and Ealing Road, and there's also a large open-air market every Sunday in the car park in front of the stadium.