London's Paddington still does, although ordinary peons travelling in First Class are allowed to use it when not needed by the Royals.And some European terminals had royal waiting rooms.
From Tripadvisor:
The lounge is divided into two sections. The modern area has the main refreshment area, a good choice of papers and magazines, a bathroom, a television showing subtitled news, a train departures information board and some work desks. The older style area is the former Queen Victoria's waiting room (my preferred section) with Chesterfield sofas and chairs. This area is quieter than the other. This also has a bathroom and a (smaller) refreshment area.
Once you are inside you can help yourself to drinks (a selection of teas (some Cornish), coffee, juice, mini cans of fizzy drinks or water) and snacks (crisps, nuts, biscuits & fruit). A selection of little rolls and sandwiches are provided from about 12pm for lunch (these are usually very nice and I usually time my train to Cornwall to benefit from these).