It’s hard to imagine Union Station as a new building, or to think of Market Street out front as a much narrower thoroughfare than it is today, but both were once true.
Union Station, 1898, Library of Congress, 2018650123
The train shed was also full carriages, though of course the locomotives stayed outside, due to obvious reasons of not wanting to fill the building with smoke. I heard it was still filthy, nonetheless, according to my grandfather.
Sievers Studios, View of Union Station Train Shed, 1933, Missouri History Museum, P0403-05213-04-8N
The buildings below are now all gone to the south of the trainshed.
Union Station, 1897, Library of Congress, 2018650121