Non-stop

From OpenTTD

In OpenTTD and TTDPatch the non-stop order tells a train to pass through a station without slowing down and stopping. This is advantageous if you want to use an existing station as a waypoint. When the patch is set to 'on' in OpenTTD, trains will only stop at stations in their orders.

This differs from the original game where the 'non-stop' order would tell a train to go to a station without stopping at any other station. Unless a non-stop order was given, trains would stop at any station along the route and try and unload their cargo. Compared to the new system this is most unpreferrable for long routes that pass through many stations.

Note
Default Non-Stop handling is the old one, when the train stops at each station. To switch, go to "configure patches" and set the patch "on"