Depends on the state and public/private.
I had a situation in which I had a non-teaching 3 year fellowship that paid better than a grad-assistantship, but after the 3 years were over, I accepted a regular TA ship for lower pay. The union refused to allow a step down in pay which meant that, effectively, I had lost my assistantship. Eventually the administration bowed and just paid me at the same rate as my fellowship. So, yes, I was part of a grad union. Most public schools in many states have that structure. Few privates do, though I believe Yale U. has a union.