Is it possible to increase the limits of number of vehicles or stations in Transport Tycoon?
Not without re-compiling the game, as most of the data space used for objects is defined at compile time. Anyway, some of the data pointers are limited to a certain number of bits, so for example the station limit cannot be increased without extensive work on other parts of the game to handle larger station pointers. Doing any of this would require a lot of work, and would make saved games completely incompatible with existing versions.