Union[, , ... ] gives a sorted list of all the distinct elements that appear in any of the .
Union[list] gives a sorted version of a list, in which all duplicated elements have been dropped.
If the are considered as sets, Union gives their union.
Union[, , ... ] can be input in StandardForm and InputForm as ... . The character can be entered as un or \[Union].
The must have the same head, but it need not be List.
Union[, ... , SameTest->test] applies test to each pair of elements in the to determine whether they should be considered the same.
See The Mathematica Book: Section 1.8.7 and Section 1.8.8.
See also: Join, Intersection, Complement, Split.