The term Union
refers to the union of the two railways in Canada
--Canadian National, the crown corporation
--Canadian Pacific, the private corporation.
Through an entity called the Toronto Terminal Railways they ran the station. This is long changed now.
But in the days my family used to go to Kenora, and Elliot Lake for vacations, long before the creation of VIA Rail--the cast-off passenger rail service of both CN, and CP--it was a rather regal and splendid place.
Now with GO Transit, it is the commuter hub for southern Ontario. As with most travel, it is no longer a special thing, but something we must do and get over with. Sad.