The Kansas City train station (Union Station) has had a good restaurant on site for years and years, well before it was renovated.
There was a Harvey House (the Westport Room) restaurant until the late 1960s. The Lobster Pot (later with the Colony Steakhouse removed from the Ambassador hotel) operated until the late 1980s. Currently the space is occupied by Pierpont's, owned by the Hereford House. Quite nice, by the way.