Although admission is free, you can book tickets online to avoid waiting in line.
The dates and times are a little messed up on the Union Station Web site, but it looks like you can book tickets in 15 minute intervals from 9:30 a.m. to 7:45 p.m. on Friday, and from 9:30 to 5:30 p.m. on Saturday and Sunday.
Union Station is located at 30 West Pershing Road in Kansas City, Missouri.