[Wikipedia][1] seems to feel that even just stopping/not stopping at an official station is pretty rare and mentions only Canada as a place where you can stop "at any milemarker" on request.

I can see this making sense North of Superior. Actually, I would love it when travelling between Oshawa and Montreal, since the train goes right past a place I would prefer to get on and off, but I know they would never do such a thing on a "corridor" route. In the far reaches of the network, the stations can easily be hours apart. I suspect most places in the world that have a sparse population don't have a train network, and most places with a train network are dense enough that stations are 30 min or less apart.


  [1]: http://en.wikipedia.org/wiki/Whistle_stop