Rockingham is located on the Newfields / Newmarket town line, with the line passing through the middle of the passenger station. It served as a junction between the Boston & Maine Railroad and the Concord & Montreal Railroad's Portsmouth & Concord Railroad, which later became part of the Boston & Maine system. At the heyday of train travel, one could find a restaurant, several stores, and other small buildings related to the service that got people from one place to another comfortably. The restaurant had a platform that served the Boston-Portland tracks, while the passenger station had a platform that served the Manchester-Portsmouth tracks.

Around 1902, the first point of decline and visual change for Rockingham occurred. The R. E. Graves Restaurant (also known as the Rockingham Cafe) burned. Another noticeable difference is that the state highway, Route 108, is no longer at grade with the railroad. Route 108 was moved north of Rockingham and built over the tracks. Now Rockingham remains hidden by large trees from the highway.

In the 1980s, the line from Manchester to Rockingham Junction was abandoned. The railbed is now a successful example of a rails-to-trails transformation. Along the trail, a few of the stations have been acquired by societies and restored. In the new era of rail transportation, Rockingham has become a shadow of a once glorious past. The only surviving piece of Rockingham is the passenger depot, which has lied empty for years. The only activity one may find at Rockingham is the passing freight and passenger trains that rush between Massachusetts and Maine and the occasional freight train to Portsmouth.

During its years of being a silent sentinal of the junction, the depot carried its colors given to it by the Boston & Maine. A large front entrance given to it sometime in its later years of use gives the illusion that a large entrance would have welcomed passengers returning home from vacation or trips to Boston. Locked inside remains could be seen of how the building would have appeared when passenger trains served the rural depot. Many of the doors still were labeled with what was once inside. In the men and women's washrooms, junk from the ages had found a place to rest. The depot, surprisingly, had a basement, though it left a mystery of what way in the darkness with the missing stairway. The old depot was a time capsule that hasn'd been buried.

On the other side of the tracks, the freight house could have been found, with various pieces of today's railroad inside, used by the railroad still for storage. The roof of the freight house was in poor condition, with large openings letting light and inevitably the harsh New England weather. The old platforms and stairs outside had rotted and trees and bushes grew up through the planks that were there where people once moved bags and crates.

The 2000s has proven to be busy time again for Rockingham. With the start-up of the Amtrak Downeaster in 2001, passenger trains once again rolled past the old depot. In 2004 the depot was sold and the new owners have shown an interest in preserving the building and have begun some work to secure and protect the depot. Sadly the freight house lost its battle against time, being torn down in 2007. In 2008, work went forward on the renovations of the depot, but unfortunately stopped and the project has not been completed.