There used to be special post boxes at the various stations for people who had missed the ordinary last post. For these letters a late fee was payable and there was a special handstamp cancellation.
Many philatelists became obsessed with collecting letters posted in the various TPOs -with the appropriate handstamps. Obviously, this meant that they had to get the letters posted in rail stations in time to catch the train. Presumably they would get a philatelic friend to drop the letters at Cornwall, Edinburgh, Aberdeen etc, so that the letters could be properly cancelled.
These days the TPO covers are not worth a lot of money. You can buy them for a couple of pounds each. I bought the ones in this picture just a few weeks ago. But they are rather sweet. It's nice to think of all the philatelists coming up with clever schemes to get their letters posted in this way.