For longer term storage, there are many self storage units around the metro area. Not cheap, but then neither is paying extra baggage fees and lugging around extra stuff not needed for another leg of your trip, as it sounds like Terry might be doing. For example, I found "Downtown Denver Self Storage" with units starting at $45 a month.
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.