An interesting one I unintentionally found a few hours ago would be Llanrwst, arguably the station most commonly spelled incorrectly, whose code is also effectively a spelling error! Instead of the obvious LRW, which is not used by any station, it is treated as LWR, reflecting the common (but incorrect) spelling of "Llanwrst"...
Elsewhere, a more recent example of an oddball is Southend Airport, whose code is SIA. It is to be assumed that the "I" stands for "International", as the letter I is nowhere to be found in Southend Airport until after the A.
Under normal circumstances, this station would have surely been coded SOA, to match the fact that stations in major settlements beginning with "South-" are all named "SO-", as can be seen here:
SOC = Southend Central
SOE = Southend East
SOP = Southport
SOU = Southampton Central
SOV = Southend Victoria
But then there is a sixth one in this group which destroys the SOA idea:
SOA = Southampton Airport Parkway
So SIA has to do instead. I suppose you could argue that SIA is technically in Rochford, but then SOA is technically in Eastleigh...