Union Station is an ideal place for adventuring. Of course, the exhibits, shops, museums, movie theater and restaurants officially beckon visitors to explore. But all 850,000 square feet of the 95-year-old building beg as much close inspection as one can get away with. Hell, you might as well start outside, on the open-air staircase behind the building, which crosses the train tracks and leads to an unmarked entrance. Pick a floor at random, get out and start counting rooms — there used to be 900. Should the sneaking around lead to a seat in the downstairs playhouse, though, be respectful and pay at the end of the show.