I didn't see any car rental places nearby when I came through the station, but they have a payphone and I saw several people being picked up by taxis. Some car rental agencies (Enterprise comes to mind) will pick you up in your rental car and take you back to their office to complete the rental agreement.
You're better off using Uber or Lyft
Not car rental but i think cabs are available
I think the town bus is near as well It would be 18 henrico shuttle
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