In 1920, Union Pacific officials proposed constructing a separate baggage building, immediately west of the depot. Passenger traffic to the park increased, and the original baggage handling area in the east wing of the depot was no longer adequate. Also, the depot space was needed to provide additional changing rooms for the passengers.
By the fall of 1921, the basic structure was completed. However, a change of plans was made which included facing the building with stone in a similar fashion to the depot. This delayed completion until 1922.
The building was altered for use as the Town's police station around 1975. The original window and door openings have been maintained but have been in-filled; modern metal doors and windows have been added in some of the openings. The original roof, presumably shingle, has been replaced with a standing seam metal roof.