Around Chicago Union Station
A few blocks southwest of Union Station, Tutto Italiano (501 South Wells) has a preserved rail car used as a dining area.
Lou Mitchell's is around the corner on 565 West Jackson Boulevard. Great place for breakfast or lunch (albeit a bit pricey) if you've got extra time or a layover.
On a less expensive note, the curbside intercity bus company MegaBus has it's "station" on the South Canal Street sidewalk next to the train shed.