Mike, if this family rode the train ca. 1880's from Alabama, traveling west to Louisiana, they would have gotten off BEFORE reaching Louisiana. Reason: there were no rail or any other kinds of bridges across the Mississippi River in this area at the time. Most likely, they would have ferried across the river. Maybe Shooter Station, assuming it existed, was in Mississippi. However,IF it was in Louisiana it doesn't appear in the 1895 Louisiana Atlas. Check it yourself at:
Just click on "Louisiana Maps" at the upper right. Assuming the story is correct and the reference to Vicksburg accurate, then the most likely location for Shooter Station would be in Madison Parish. You can access the 1895 Madison Parish map but I don't think there is a Shooter Station shown. The tax rolls for 1879, 1881, 1885 and 1890 are posted to the Madison Parish GenWeb site at:
The rolls are indexed by taxpayer name as well as location, generally a plantation. However, there is no mention of a Shooter Station. Other possibilites are East/West Carroll, Tensas and Concordia Parishes.
Frankly, this little spot might not have been much more than a whistle stop so I don't even know if going to the census records would help. You don't say whether this family stayed in the area or moved on so I'm in the dark about using that avenue.
If this berg was on a railroad line then maybe you can do some research from that angle. There is a history of the railroad lines for early Madison Parish on the GenWeb site which has the tax lists.
I agree that many of these old persistent family stories have a basis in fact although names, dates, etc. often get screwed up over time and, after all, the devil is in the details. Rick