The place at Union Station is Pierpont's and I think they are owned by the Hereford House people. It's about the same as the Hereford House as far as food quality, but it's pretty elegant inside. Yes, the Garozzo's in Little Italy is close to downtown. They have other locations, but the one in Little Italy is the best, imo. It's just kind of a pain to get there and park.
http://www.pierponts.com/
http://garozzos.com/