Union Depot was a railroad station on Fifth Ave and 36th street in Brooklyn. It was shared by The Brooklyn, Bath and West End Railroad (today's train) and Prospect Park and Coney Island Railroad (today's train). The two railroads joined forces to construct Union Depot on August of 1890. To avoid competition between the two railroads, both agreed to charge Coney Island bound passengers the same fare. Union Depot also served the Fifth Ave el in 1890, Third Ave el in 1893, and a whole assortment of trollies during that period. Later, the Sea Beach line (today's train) extended to Union Depot in 1903 to have access to the Fifth Ave el across the Brooklyn Bridge to Park Row, Manhattan.
In 1889, The Brooklyn, Bath and West End Railroad and Prospect Park and Coney Island Railroad (Culver line) started running lines to a New York ferry connection at 39th street a year before the Union Depot connection. Additionally, the LIRR acquired the Culver tracks in 1893 and ran a 39th St / Culver / Manhattan Beach route for a few years until 1899.
The Union Depot became a subway/el car and bus inspection shop in 1917 and served that role until 1984, when it was unfortunately demolished. The building wasn't really taken care of which is why it became dumpy looking in its last years. It should have been restored to its original vigor but instead they built a more modern facility called Jackie Gleason Depot in 1988, named for 'The Honeymooner's' Brooklyn bus driver Ralph Kramden.