There is a luggage storage service a short one minute walk from Union Station in downtown Denver - LUGDEN. You can make a reservation online - lugden.com, call - (303) 747-5600, or show up as a walk-in. They offer hourly, day, overnight and weekly bag storage. Great place to store your luggage if you're on a layover from Denver International Airport, or going to a concert, or headed to a Rockies game at Coors field and want to enjoy yourself without having to lug your bags around.
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 OPERATOR (INCLUDING EMPLOYEES, AGENTS, AND/OR CONTRACTORS OF THE OPERATOR, THE EVENT AND THE VENUE) SHALL NOT BE LIABLE FOR ANY INCIDENTAL OR CONSEQUENTIAL LOSSES ARISING FROM THE LOSS OF OR INABILITY TO ACCESS ITEMS STORED WITHIN THE LOCKERS AND LOCKER FACILITY, INCLUDING BUT NOT LIMITED TO, MISSED AIRLINE FLIGHTS OR OTHER TRANSPORTATION OR LOSS OF BUSINESS AND SHALL NOT BE LIABLE FOR LOSS OF PROPERTY DUE TO CUSTOMER’S LOSS OF LOCKER KEYS OR COMBINATIONS.