I believe that this is currently unavailable and is still in the ideas section of the community. Hopefully they'll add it soon.
Is it possible for you to do the union at the data source level? ie in the database.
Here's a trick that may work for you: Cross Data Source Joins + Join on Calcs = UNION Almost Anything in Tableau v10.2 | Drawing with Numbers
My recommendation would be to perform a little up-front data prep. Tableau Prep, which should come with your Tableau Desktop license, allows the type of union you're looking for.
Thanks for suggesting new feature of tableau-'tableau Prep'. i will try to implement.
The ability to UNION tables from different sources is not currently built into the product.
You may try one of the options below:
OPTION 1: Mirror all of the data into either the same Excel workbook or *.csv files saved in the same folder
OPTION 2: Extract one table and append the data from the other tables to the extract. Column headers and types must match exactly in order for the append to work. Please note, appended data will be lost when the extract is refreshed.
Please add your vote to the following Community Idea:
Hope it helps