Which one is correct?
Wind up working in a gas station (song name by Frank Zappa)
He knew that Old Joe didn’t work at the gas station anymore
(an example from Grammar textbook.)
Or may both variants be acceptable?
The word work is tricky there.
The general answer is - yes, both are correct.
But if you look it microscopically, it can be different.
A good example on WikiAnswer (and that's what I practice too!) says...
Use work at with a company's or firm's name - I work at IBM.
Use work in with a genre/field that company is in - I work in a hardware company.