Are any Walmart stores part of a union?

No.
The world's biggest retail behemoth, founded in the heart of America's Bible Belt, does not like unions. This quote sums it up well:

In 30 years of union activism, I have never seen anything like it," said Yvon Bellemare, president of the TUAC. He believes the closure of the only store that dared to unionize, "is a Wal-Mart message addressed to the United States and elsewhere to say, 'If you want to unionize, we'll close you down'.

http://www.independent.co.uk/news/world/americas/wal-mart-crushes-union-by-closing-store-490266.html

Wal-Mart closed its store in Jonquierre, Quebec in April 2005 after its employees received union certification. The store became the first unionized Wal-Mart in North America when 51 percent of the employees at the store signed union cards.

In December 2005, the Quebec Labour Board ordered Wal-Mart to compensate former employees of its store in Jonquiere Quebec. The Board ruled that Wal-Mart had improperly closed the store in April 2005 in reprisal against unionized workers.

In 2000, when a small meatcutting department successfully organized a union at a Wal-Mart store in Texas, Wal-Mart responded a week later by announcing the phase-out of its in-store meatcutting company-wide. [Pan Demetrakakes, "Is Wal-Mart Wrapped in Union Phobia?" Food & Packaging 76

Wal-Mart has even issued "A Manager's Toolbox to Remaining Union Free"!

This toolbox provides managers with lists of warning signs that workers might be organizing, including "frequent meetings at associates' homes" and "associates who are never seen together start talking or associating with each other."

http://wakeupwalmart.com/facts/

August 3, 2008 -- The first Wal-Mart trade union in China was formed after the company bowed to government demands for organized labor in its stores, The New York Times reported Friday.

Wal-Mart's reluctance to allow unions, particularly in the United States where they remain banned from stores, has been a point of controversy for many years. But the government-controlled All-China Federation of Trade Unions fought for the right to create branches in the company's 60 outlets.

Wal-Mart, the world's largest retailer, has operations in 15 countries, many of which have at least some employees that are union members.

The United States, Keck said, is the "clear exception."

http://www.huffingtonpost.com/2008/08/03/first-wal-mart-union-begi_n_116629.html