Food in New Haven Union Station

Is there any food inside of or immediately adjacent to New Haven Union Station?

Yes. In the main waiting room there's a Subway sub shop and a Dunkin' Donuts, and downstairs along the passageway to the platforms there's a pizza shop that serves beer and wine. If you want something more substantial there's nothing outside in the immediate neighborhood except a slightly rough-looking convenience store across the street, but there's frequency bus service over to to the New Haven Green and assorted other options around there.

Subway is ok as is Dunkin. The Sbarro is garbage, and I would avoid it at all costs.

If you're able to take the obnoxious green shuttle bus downtown, do that...there's plenty of stuff in the immediate area of where that will dump you off on the green.