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.
If you intend to give up your locker, please empty it and return your key to the equipment room manager on, or before, the expiration date. Any items left in expired lockers will be removed. Toiletries will be discarded. Clothing and valuables will be held for 30 days in the Business Office. To retrieve your valuables, you must pay a $10 locker fee to the Business Office.
Stored my luggage for several hours at Lugden. Great location just across the street from Union Station. Spoke with the owner and he said he owns the parking spot so they are always there during the day. Prices were reasonable and I felt comfortable storing my bags there while I explored Denver. The owner was nice and gave me coupons for some local businesses.
Sloping tops: while most lockers have flat tops, some manufacturers offer the option of sloping tops to their range of lockers. The slope may be of either 30 degrees or 45 degrees to the horizontal, sloping towards the front, and the purpose of this is to make it impossible to store items on top of the lockers, or to make it harder for dust or other debris to accumulate there. This is an important factor in places like food-processing factories or restaurants where hygiene requirements must be met.
Lockers are usually physically joined together side by side in banks, and are commonly made from steel, although wood, laminate, and plastic are other materials sometimes found. Steel lockers which are banked together share side walls, and are constructed by starting with a complete locker; further lockers may then be adding by constructing the floor, roof, rear wall, door, and just one extra side wall, the existing side wall of the previous locker serving as the other side wall of the new one. The walls, floors, and roof of lockers may be either riveted together (the more traditional method) or, more recently, welded together.

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.