Cuando salimos de la estación, no había ningún taxi.
Why use the imperfect instead of preterite? can't the times there wasn't a taxi be counted?
There are two ways to explain this.
Simple explanation: descriptions virtually always go in imperfect and stating that there are no taxis is describing what was going on.
More in depth:
When one thing happens (leaving the station) while another thing is going on, there are only two valid tense groupings possible, you use imperfect for what was going on (and indicator of imperfectiveness) and you use preterite for what interrupted (only needs to happen once to interrupt).
While it might not seem like no había ningún taxi is an action per se, in this case it basically functions as such. Descriptions are ongoing.
So there are no taxis. It's on-going, as there's a period of time during which there aren't taxis. And during that period of time, y'all get out of the station. Your arrival interrupts the (that is, occurs in the midst of) the lack of taxis. So your arrival is preterite, the lack of taxis is imperfect.