Somebody at the Gold Coast Railroad Museum is really on top of things these days! I clicked over to their website to check out the info on their Free First Saturdays program, and I see that they have a lot of very cool kids activities--many of them FREE--listed on a calendar through Thankgiving.
First things first: this Saturday is Free First Saturday, and that means free admission to the Gold Coast Railroad Museum. The train rides aren't free, but your average kid will be pleased as punch with a ride on the children's train (the Link ride). The ride costs a whopping $2.50 per person, and lasts about 20 minutes. Adults and children can both ride. Here's a bonus: Free First Saturdays include free ice cream from noon - 2, while supplies last. Here are the train schedules and pricing, including the info for the Link train.
Check out their complete events calendar for October November--they are offering Story Time Tuesdays, Free Train Ride Wednesdays, Thursday Train Rides 'Til Dusk, Fun With Food Fridays, and info on Spooky Halloween Adventures for Halloween weekend.
The Gold Coast Railroad Museum is right next to MetroZoo; here are directions.