The Swindon, Marlborough and Andover Railway (SMAR) was one of the constituents of the Midland and South Western Junction Railway

Midland and South Western Junction Railway

The Midland and South Western Junction Railway was, until the 1923 Grouping, an independent railway built to form a north-south link between the Midland and London and South Western Railways allowing the Midland and other companies' trains to reach the port of Southampton.-Formation:The M&SWJR...

. It received Parliamentary approval on 21 July 1873 (36 & 37 Vic. cap. 194) and construction began in 1875 .

The northern section from Swindon

Swindon

Swindon is a large town within the borough of Swindon and ceremonial county of Wiltshire, in South West England. It is midway between Bristol, west and Reading, east. London is east...

 to Marlborough was opened on 27 July 1881 and the southern section from Grafton

Grafton, Wiltshire

Grafton is a civil parish about southeast of Marlborough, Wiltshire, England. The parish includes the village of East Grafton and the hamlets of West Grafton, Marten, Wexcombe, Wilton and Wolfhall...

 to Andover

Andover, Hampshire

Andover is a town in the English county of Hampshire. The town is on the River Anton some 18.5 miles west of the town of Basingstoke, 18.5 miles north-west of the city of Winchester and 25 miles north of the city of Southampton...

 on 1 May 1882. The intermediate section from Marlborough to Grafton was initially operated by the expedient of running trains over the Great Western Railway

Great Western Railway

The Great Western Railway was a British railway company that linked London with the south-west and west of England and most of Wales. It was founded in 1833, received its enabling Act of Parliament in 1835 and ran its first trains in 1838...

's Marlborough branch and a section of the GWR's Berks and Hants Extension Railway, as the SMAR was unable to complete its own line between Marlborough and Grafton.
Having built its lines from the north and the south, the financially-strapped SMAR then found that it could not join them, being unable to afford to persuade landowners to sell their property to build the missing link.