The Great Hall in Union Station is a great place for kids to run off some steam, especially if it is poor weather outside. There are no parks anywhere close, but you could come out and walk around the blocks near Union Station, look down at the Chicago River that runs next to Union Station. Just watch your time if you go to the Willis Tower (Formerly Sears Tower) since weekends there can be a long line and especially on a good viewing day. Chicago is a great city with tons to do, but nothing really close enough for a few hours between trains. The Food Court has a selection of eating places from McDonalds, BBQ, Corner Bakery (actually a deli with very good sandwiches), and many others. The Food court is on the Mezzanine level between the station level and street level. There are escalators to this level on the sides, the escalator in the center goes to street level.