Due to the many request I finally created a step-by-step tutorial to show you how to build a very easy variant of my Terminus Station (The Draft for this post exists since July). The bridges over tunnels seemed to be confusing for some readers. Anyway I have to say again: ‘bridges over anything’ only work with the r7573 and higher nightly buids, not with OpenTTD 0.5.x series (Roadmap).
Now just build those tunnels, kinda easy. But as you can see, over the tunnel-ed area the build a diagonal tile. They are the beginning for the bridges which will be built over the tunnel entrances soon.