Rebecca, I remember a previous post that a visitor found storage at the bus station, so I called to see if still available, and it is. Lockers are $3 for the first hour and $1 per hour after that. It's difficult to find storage short term because of security/liability, esp. since 9/11. If you are staying at a hotel, they will often keep your luggage for you short term.
Don't count on finding this kind of thing. Some silly people put bombs in there. Our Homeland Security people try to head those things off. In Europe, especially GB, you can't even find a trash can on the sidewalks for the same reason. A worker at the train station told us to just throw it on the floor, the people in the green jackets will pick it up. Really. What a world we live in.
Wilderness Exchange is within walking distance of Union and they require you leave a bag with them when you go into the store, they may be willing to stash your bag for a few hours. No guarantee on that, but an option if you can't find anything else. They are only open 10am-6pm on Sundays, so you may have to wait around a bit or pick it up early depending on when you get there and will be leaving.
The storage lockers were a “pilot,” the kind of small test that city government frequently uses to test a new or controversial idea. The city offered up the lockers for individuals to use for months-long stretches. At the time, city officials warned that “misuse of the lockers, vandalism, or other unanticipated results,” could force them to cancel the project.