Don't count on finding this kind of thing. Some silly people put bombs in there. Our Homeland Security people try to head those things off. In Europe, especially GB, you can't even find a trash can on the sidewalks for the same reason. A worker at the train station told us to just throw it on the floor, the people in the green jackets will pick it up. Really. What a world we live in.
There is a luggage storage service a short one minute walk from Union Station in downtown Denver - LUGDEN. You can make a reservation online - lugden.com, call - (303) 747-5600, or show up as a walk-in. They offer hourly, day, overnight and weekly bag storage. Great place to store your luggage if you're on a layover from Denver International Airport, or going to a concert, or headed to a Rockies game at Coors field and want to enjoy yourself without having to lug your bags around.