Many towns have a Union Station. Some larger ones are in Chicago, Chattanooga, Cincinnati, Denver, El Paso, Indianapolis, Kansas City, Los Angeles, Nashville, St. Louis, Washington, D.C., and many more.
Union stations or depots were constructed to consolidate rail
traffic into a single terminal instead of having each railroad build
a separate station and approach-track system. They formed a 'union',
or coming together of railroad companies, facilities, and tracks.
The intent was to save money and hundreds of acres of valuable
downtown real estate. It was and remains a success for achieving
those goals. In addition, It is handy for travelers to have one
place to go, regardless of final destination.
A railroad operating only a handful of trains per day through a town
couldn't afford to build a fancy station, but several railroads
sharing one facility could. Many Union Stations were impressive
works of architecture that were preserved long after the trains that
used them disappeared.