You are, with some exceptions, allowed to get off the train ("break your journey") at an intermediate stop if you so wish. You can also make the journey up from two tickets provided the train stops at the station where the tickets change over. It can sometimes be a lot cheaper splitting a ticket in that way.
National Rail Conditions of Carriage:
16. Starting, breaking or ending a journey at intermediate stations
You may start, or break and resume, a journey (in either direction in the case of a return
ticket) at any intermediate station, as long as the ticket you hold is valid for the trains you
want to use. You may also end your journey (in either direction in the case of a return
ticket) before the destination shown on the ticket. However, these rights may not apply to
some types of tickets for which a break of journey is prohibited, in which case the relevant
Train Companies will make this clear in their notices and other publications.
If you start, break and resume, or end your journey at an intermediate station
when you are not entitled to do so, you will be liable to pay an excess fare. This excess
fare will be the difference between the price paid for the ticket you hold and the price of
the lowest priced ticket(s) available for immediate travel that would have entitled you to
start, break and resume, or end your journey at that station on the service(s) you have
used.
A ticket which entitles you to travel on the London Underground and/or
Docklands Light Railway does not entitle you to break and resume your journey at any of
the stations on these networks unless it is a Season Ticket or a Travelcard.
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For the purposes of this Condition and Condition 11, you will be treated as breaking your
journey if you leave a Train Company’s or Rail Service Company’s stations after you start
your journey other than:
(i) to join a train at another station, or
(ii) to stay in overnight accommodation when you cannot reasonably
complete your journey within one day, or
(iii) to follow any instructions given by a member of a Train Company’s staff.
......
19. Using a combination of tickets
You may use two or more tickets for one journey as long as together they cover the entire
journey and one of the following applies:
(a) they are both Zonal Tickets (unless special conditions prohibit their use);
(b) the train you are in calls at a station where you change from one
ticket to another; or
(c) one of the tickets is a Season Ticket (which for this purpose does not include
Season Tickets or travel passes issued on behalf of a passenger transport
executive or local authority) or a leisure travel pass, and the other ticket(s) is/are not.
You must comply with any restriction shown on the tickets relating to travel in the trains of
a particular Train Company or Train Companies (see Condition 10).
If you do not comply with this Condition, you will be treated as having joined the train
without a ticket and the relevant parts of Condition 2 or 4 will apply, either to the entire
journey, or from the last station where the train stopped at which at least one of the
tickets was valid.