It's a real location joining union station, though the way the Tram crosses 4 lanes of live traffic without any signalized street lighting or center mediums or street markings looks very strange IMO.

Edit: Nevermind these seems to be some traffic lights and signals, though it still looks very "bare bones" to me compared to what one would see in some European cities for similar layouts.

Ha ha, I thought so too myself, until I looked into it a bit more, and as others have said it's a real location, and a favorite of photographers.

From Wikipedia

KC Current news site

Bizjournals.com