The line that leads to the bridge over the Mississippi River is very busy. The bridge is owned and operated/dispatched by the Terminal Railroad Association of St. Louis. This bridge is a major hub, as it is where the BNSF and Union Pacific (amongst a multitude of other railroads) cross the Ole' Miss, to/from St. Louis, MO and East St. Louis, IL. It's a double tracked bridge.
About 1-2 miles west of the bridge is where the BNSF merges into the Union Pacific line. The Union Pacific's Jefferson City Sub is very busy, what with all the coal traffic to the power plant in Illinois -- you'll frequently see Coal trains headed across the river, loads eastbound, empties westbound.
Amtrak also has a train station just west of the stadium, about 5 blocks, I'd say. They have anywhere from 6-8 trains daily, I believe -- these include, but are not limited to:
The State House (STL to CHI/CHI to STL)
Ann Rutledge (KC to STL to CHI/CHI to STL to KC)
St. Louis Mule (KC to STL)
Kansas City Mule (STL to KC)
Ok, 6 trains.
In the past, the RailCruise America company operated a dinner train out of The St. Louis Union Station on a regular basis -- this was a very nice green smoothside train, with F units for power. They did this until the owner sold the train to KCS this past spring (spring '06).
this is all I can think of for now... let me know if you need more information!
Mike