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Constructed 1907-22. The long station front was designed in phases by James Robb Scott. Only the Victory Arch is listed. At one time this building must have looked quite good, but now the ghastly surroundings have pretty well defeated it.  View from the Mirror has an excellent post on the creation of Waterloo station as a more central terminus, an extension from Nine Elms, and another, more about this Victory Arch.

Enter the station via this arch and at the top of the steps you pass through a large entrance lobby containing all the plaques listed here, for WW1, WW2 and the D-Day 50th anniversary.

Bonus fact: Waterloo Station is named after the bridge, which was opened in 1817, 2 years after the battle.