Dinner near Amtrak station in Albany
In Albany there is Jack's Oyster House on State St
and Lomardo's (obviously Italian) on Madison.
Both are favorites of Politicos as is Cafe
There is a nice Brew Pub in Albany off Broadway
The site I have given you for the restaurant will also have lots of reviews of others.
Good luck finding a suitable chowhounding experience
There are a few options you have if you'd like to stay in East Greenbush/Rensselaer (where the Amtrak station is located). If you'd like to stay very close, there is a bar/pub looking place at the bottom of the 'hill' of the amtrak station. There's also a Diner on route 9 and 20 (a road close to the station, I'm assuming you're getting a cab.) Routes 9 & 20 also have a Subway, Chinese takeaway place and Hot Dog Charlie's (kind of a local thing, I think, and I liked them!) in a strip right before the diner. You can go about 5-10 minutes further up that road for a chinese buffet and a quiznos, but... not much else I can think of. There are also a few deli-mart type places on some side roads that you can't miss.
If you'd like to go to Albany, it's right across the river, and I'd recommend Bentley's for a good Burger (it's on S. Pearl St)