I wish I had read this thread three years ago! I ended my half-Camino in Burgos in 2010, and headed to the central train station to get me to Madrid. I arrived and found it eerie and abandoned. There were still tracks, but they were being torn up, and there were certainly no trains, workers or passengers. I ended up finding the bus station instead, so disaster was averted.
Now if you look at Google Maps, you can see they have replaced the old tracks with a road called Bulevar del Ferrocarril.
Camino Frances 2007,
Via Francigena Italy, 2008,
Jakobsweg Austria 2010,
Camino Frances 2011,
Le Puy to Lourdes 2012,
Via de la Plata 2013,
Ökumenischer (Via Regia), Germany,
Lycian Way, Turkey
The train station in Burgos is now a 15-20 minute ride out to the middle of nowhere. The good news is a local bus, I believe #25 takes you there and back twice an hour. Otherwise bring food and supplies if you plan to spend some time out there waiting for a train, since there is only one bar open.
It gets kind of lonely there too if you plan to catch the overnight train from Madrid to Paris at this train station.
When I arrived there in 2012, the bus departed about 30 seconds before you were able to get to it.
We just stood there in disbelief, as we watched it drive away with people still walking toward it.
Miraculously, there were several taxis waiting, just in case you chose not to walk. (LOL)