There are two White Hart Lanes in London (the other has a level crossing but no station), but there's only one Tottenham Hotspur.
Woolwich Arsenal station has kept its name, even though the football club after which it was named (!) moved away in 1913.
But, in contrast, the DLR renamed Millwall Park ("No one likes us, we don't care") before it even opened, to a name more attractive to the locals - Mudchute - to keep football supporters away. (The football club had moved across the river to Bermondsey 77 years before the station opened).
The Surrey Cricket Club still has a station named after its ground, but the MCC lost theirs in 1939.
Wimbledon station has never been the closest one for their ground - Haydons Road is the closest to their old stadium (and possibly their future one) at Plough Lane - but currently their nearest station is Norbiton, three stops down the line from Wimbledon.