Denver Union Station is located in downtown Denver, but sometime over the past 15 years it was converted from a "through terminal" to a "stub terminal". Amtrak's daily "California Zephyr" and the winter-season "Ski Train" still use the terminal.
The D&RGW (now Union Pacific) originally had tracks that extended west from the passenger terminal to the Burnham locomotive shops. There were also parallel freight tracks, from when the downtown warehouse district near the station still received carload freight. These tracks might have belonged to D&RGW also, though it is difficult to determine in the downtown area.
Many of the warehouses have been converted to residences (lofts), similar to other cities. Most of the old tracks have been removed, but some of the loading docks and bridges over Cherry Creek remain. The bridges have been converted to pedestrian/bicycle use.
Thanks to Mike Palmer for contributing information about this route.