The Midland & South Western Junction Railway was formed in 1884 by amalgamation of the Swindon, Marlborough & Andover and the Swindon & Cheltenham Extension railways. It provided a north-south link between the Midland and the London & South Western railways through the heartland of the Great Western Railway. It also served several military establishments in Wiltshire. It joined the Banbury & Cheltenham Direct Railway at Andoversford with running rights to Cheltenham; its junction with the L&SWR was at Andover.

Passing west of the GWR station at Swindon, it is sometimes referred to as `Swindon's Other Railway' but was absorbed by the GWR in 1923. The line was closed by British Railways in 1961, apart from a few freight sections that had gone by 1970. The Swindon & Cricklade heritage railway is recreating some of the line from its base at Blunsdon. Several sections of the trackbed have been converted to pleasant walking and cycling routes.