Fish monger in KC
You're probably thinking of Chinatown market which is at 3rd and Grand (?). I don't buy much in the way of seafood but my Dad really likes to get fish there, and his luck has been pretty good in terms of finding something fresh. You're probably going to end up dealing with whole fish rather than pre-cleaned fillets (but they will gut and scale them for you). There's also lots of live seafood (I've seen eels, crabs, lobsters, frogs, clams, etc).
It's as good a place as I've seen for fish in KC, particularly if you're willing to go with whatever looks good that day as opposed to having your heart set on something specific.