;WITH t1
AS
(
SELECT 
a.ID,a.train_no,a.station_name,b.num
FROM 
(SELECT a.*,b.train_no FROM A,(SELECT DISTINCT train_no FROM B) AS B) AS a
LEFT JOIN B ON a.train_no=b.train_no AND a.station_name=b.station_name
)
SELECT 
    a.train_no,a.station_name,ISNULL(a.num,b.num) AS num
FROM t1 AS a
CROSS APPLY
(SELECT TOP 1 num FROM t1 WHERE ID<a.ID AND num IS NOT null ORDER BY ID desc) AS b

------解决方案--------------------
SQL code
--> 测试数据：[ta]
IF OBJECT_ID('[ta]') IS NOT NULL DROP TABLE [ta]
GO 
CREATE TABLE [ta]([id] INT,[station_name] VARCHAR(4))
INSERT [ta]
SELECT 1,'南京' UNION ALL
SELECT 2,'镇江' UNION ALL
SELECT 3,'丹阳' UNION ALL
SELECT 4,'常州' UNION ALL
SELECT 5,'无锡' UNION ALL
SELECT 6,'苏州' UNION ALL
SELECT 7,'上海'
--------------开始查询--------------------------

SELECT * FROM [ta]
----------------结果----------------------------
/* 
*/
--> 测试数据：[tb]
IF OBJECT_ID('[tb]') IS NOT NULL DROP TABLE [tb]
GO 
CREATE TABLE [tb]([train_no] VARCHAR(5),[station_name] VARCHAR(4),[num] INT)
INSERT [tb]
SELECT 'G7001','南京',287 UNION ALL
SELECT 'G7001','常州',391 UNION ALL
SELECT 'G7001','无锡',485 UNION ALL
SELECT 'G7001','苏州',576 UNION ALL
SELECT 'G7001','上海',576 UNION ALL
SELECT 'G7003','南京',342 UNION ALL
SELECT 'G7003','苏州',407 UNION ALL
SELECT 'G7003','上海',407
--------------开始查询--------------------------
;WITH  cte
AS (
     SELECT a.[id], a.[station_name], b.[train_no], c.[num]
     FROM   [ta] AS a
     CROSS JOIN (
                  SELECT DISTINCT
                          [train_no]
                  FROM    [tb]
                ) AS b
     OUTER APPLY (
                   SELECT [num] FROM tb WHERE [station_name]= a.[station_name] AND [train_no]= b.[train_no]
                 ) c
   )
SELECT [id], [station_name], [train_no], [num] = ISNULL([num], (
                                                              SELECT TOP 1 [num] FROM cte WHERE [train_no]= t.[train_no] AND [id]< t.[id]
                                                            ))
FROM   cte AS t
ORDER BY t.[train_no], t.[id]

/*
id          station_name train_no num
----------- ------------ -------- -----------
1           南京           G7001    287
2           镇江           G7001    287
3           丹阳           G7001    287
4           常州           G7001    391
5           无锡           G7001    485
6           苏州           G7001    576
7           上海           G7001    576
1           南京           G7003    342
2           镇江           G7003    342
3           丹阳           G7003    342
4           常州           G7003    342
5           无锡           G7003    342
6           苏州           G7003    407
7           上海           G7003    407

(14 行受影响)


*/