Avis, Budget, Hertz and Thrifty have car rental counters at the San Luis Obispo airport. Thrifty has an additional location in the city.

From personal experience, I have found the Avis and Hertz car rental counters open at the airport until fairly late in the evening while the Thrifty and Budget counters appear to have been closed. If you are arriving on the ONLY Pacific Surfliner that arrives into San Luis Obispo each day, that train is not scheduled to arrive until 8:35 PM in the evening. At that late in the evening, I don't know if there is any other way to pick up a rental car other than to take a taxi from the train station to the airport and rent a car from the only two counters that might be open: Avis and Hertz.