At the foot of the train station sits the Divisidero market with stall-upon-stall of eateries selling mostly tacos, burritos and gorditas (stuffed thick tortillas) filled with a huge variety of homemade goodness like grilled steak, seasoned chicken, nopales (cactus) and even chiles rellenos (chilies stuffed with meat or cheese).
Travelling by train? Eat quick! The train only stops for 15 minutes and typically doesn't allow outside food aboard.