A train station, overlooking the Ebro River, somewhere between Barcelona, Spain and Madrid, Spain
Though the exact location of the train station isn't given, we know that it's somewhere hilly (with an idyllic Ebro view) between Madrid and Barcelona. In fact, don’t experience much of Spain in the "Hills Like White Elephants"—though the fact that both Spanish and English are being spoken is important (check out the theme of "Language and Communication" for more).
But even though we can't find this particular train station on Googlemaps, this setting packs a symbolic wallop.
We discuss this in more detail over in out "Symbolism, Imagery, Allegory" section, but the train station underlines the fact that the couple in "Hills Like White Elephants" is at a crossroads in their lives. They're stuck between locations and decisions. And while Spain itself doesn't play a very important role in the story (there aren't even any classic Hemingway meditations on bullfighting) the fact that this couple is far from home does come up—the language barrier and the process of translation serve to highlight the fact that this couple has a teensy bit of a communication problem. (Head on over to "Symbolism, Imagery, and Allegory for more info on this as well.)