I was reading this book by Greene and wondered why he didn't use 'go' instead of 'come.' You would use 'go' for someone, including yourself, moving to some other place other than where you are/were, or where the listener is/was. I think Greene wanted for the readers to feel very much as if they had been in the situation; i.e. at the location of the station where the stage of the story was at that particular moment?
We drove up to the front door of the station.
A man appeared.
We didn't say anything for a moment. Then one of us said that we had just wanted to come down and see him.
('American Beat' by Bob Greene)
What nuance would you feel if come down were replaced with go?