Union Station in Denver, Colorado, 1881. Denver's first train station was constructed in 1868 to serve the new Denver Pacific Railway, which connected Denver to the main transcontinental line at Cheyenne, Wyoming. By 1875, there were four different railroad stations, making passenger transfers between different railroad lines inconvenient. To remedy this issue, the Union Pacific Railroad proposed creating one central "Union Station" to combine the various operations. The four lines agreed to build a station at 17th and Wynkoop Streets. It opened in May 1881.