There isn't one. The overhead railway goes to Slough.
Slough railway station was created in 1840.
Paddington
Take a train from Ipswich to London Liverpool Street. At Liverpool Street, go to the tube station and take a westbound Circle/Met/H&C Line train to Paddington. At Paddington, go into the mainline station and take a westbound train that stops at Slough (it should be the first station the train calls at). From Slough, take the shuttle train to Windsor Central. At Windsor Central, leave the station and follow the signs to Riverside station, the other railway station in Windsor. At Riverside station, you can catch a bus to Legoland. Don't miss Windsor, by the way.
Camden Tube Station
Romford doesn't have a tube station but the mainline station has a frequent service to London Liverpool Street. The nearest tube station is Upminster.
Brixton tube station was created in 1971.
Angel tube station was created in 1901.
Westminster tube station was created in 1868.
Borough tube station was created in 1890.
Kilburn tube station was created in 1879.
Stanmore tube station was created in 1932.
Pimlico tube station was created in 1972.