There are some restaurants at Dooley Square, right next to the train station. While they are not vegetarian, you will probably be able to get something with veg at them. There is an Italian place (Amici's), a new sushi bar (Akari), and an Irish pub (Mahoney's). There is also River Station less than a block away, which has a nice river view but their food is not as good as it used to be. A new soup, salad, sandwich shop just opened on the corner of Main Street and Civic Center Plaza, which is about a ten minute walk up Main Street hill. Sorry I can't recall the name, but it is located in a contemporary office building across the street from the Mid-Hudson Civic Center and a long-time diner-like restaurant called Alex's. You can also go another block up Main Street to The Artist's Palette, which has vegetarian items on the menu. It's great but can be pricey.