Santa Fe Jct. is a few blocks west of the depot, on the MO/KS border. It's a really cool spot, almost a triple-decker overpass when the Argentine Flyover was completed around 2004. Take 25th Street west where it goes under the BNSF/KCT connector track north, the junction is a few hundred feet farther west, where 25th Street curves north to become State Line Road.
AFAIK the only place to park is on the east side of the junction, as trespass signs are posted elsewhere around the junction. The east side belongs to the private companies there, but I never had any trouble when I used to go there.