I found this on flickr and thought folks would like to see...
I noted from the train the other day you could see a slight embankment between the station site and the M40. I might have taken a photo, I cannot remember off hand as images are stored elsewhere.
The embankment of the LNWR line to Cockley Brake is clearly visible even today although the M40 bisects it. The point at which the M40 crossed the line is the site of the WW1 Shell Filling Plant. You can see some of the brick bunker walls in the fields either side of the motorway. There is little informatin about the site in existance but there is a brief description of it in the Buckinghamshire Railway by Bill Bedford.