C.W.
How about the Trinity Park Train in Fort Worth. It is very inexpensive $2-3 dollars to ride. They have picnic tables that you can use for parties. This is what we did last year and had a train theme. You can buy train tickets in bulk and you get them cheaper. This train is near the Fort Worth Zoo.
You could also go to a park and get a pavilion and reserve it with the city. Or you could go to McDonald's or Burger King and have a party there.
Hope this helps!