এক রাজ্য, দুই রাণী।নাম তাদের, শালিমার ও আলিপুরদুয়ার রাজ্যরানী - Dip

I think advance booking is available at some select stations.
Just read this
"Online bookings of Retiring Rooms or booking of Retiring Rooms through Internet is yet to be introduced. At present the Passengers have to book Retiring Rooms at these computerised locations only.

The...
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following locations are having computerised bookings of Retiring Rooms and the station codes are in bracket.

Madurai (MDU), Rameswaram (RMM), Kalyan(KYN), Thane ( TNA), Nagpur (NGP), Simla (SML), New Delhi (NDLS),Amristar (ASR),Jammu Tawi (JAT), Varansi (BSB), Lucknow (LKO), Haridwar (HW), Secundrabad (SC), Chennai Central (MAS), Chennai Egmore (MS), Bangalore (SBC), Bhopal (BPL), Jabalpur (JBP), Kota (KOTA), Ahemadabad (ADI), Mumbai Central (BCT),Bandra Terminus (BDTS), Rajkot (RJT), Vadodara (BRC) & Chatrapati Sivaji Terminus (CSTM)"
SOURCE:click here