Union
Returns a set generated by the union of two sets, optionally retaining duplicate members or sorting members.
Syntax
«Set» Union («Set1», «Set2»[, ALL | SORT])
The ALL flag can be used
            to retain duplicate members. 
The SORT flag can be used
            in conjunction with the optimized Filter
            functions. 
These notes apply:
- You can use 
SORTif both sets are the result of an optimizedFilterfunction. - The sorting result is only meaningful if both sets use the same base set.
 - The sorting is done in a way that the resulting tuples are in the same order as in the base set.
 - If one of the sets is not an optimized 
Filterresult, the sorting is not guaranteed, and the results are appended. - If both sets are not optimized 
Filterresults, the results are appended. The results are not sorted. - The 
SORTflag cannot be combined with theALLflag. - The 
SORTflag is case insensitive. 
Example
WITH
   SET [BaseSet] AS '{ [USA], [Canada], [Mexico] }' 
   SET [FilterSet1] AS 'FilterLT([BaseSet], 2000, ([Units]))' 
   SET [FilterSet2] AS 'FilterGT([BaseSet], 10000, ([Units]))' 
   SET [Union] AS 'Union([FilterSet1], [FilterSet2], SORT)'
SELECT [Union] ON ROWS, [Measures].Members ON COLUMNS
FROM TotSales