>> 3. Present in both tables, but different
>This point not works for me. Different or not, all is included.

I can't try it because I didn't have VFP7 installed but both versions here (8 and 9) gives me correct result:

CREATE CURSOR Test  (Fld1 Int, Fld2 Char(10))
CREATE CURSOR Test1 (Fld1 Int, Fld2 Char(10))
INSERT INTO Test VALUES (1, [Val 1])
INSERT INTO Test VALUES (2, [Val 2])
INSERT INTO Test VALUES (3, [Val 3])

INSERT INTO Test1 VALUES (1, [Val 1])
INSERT INTO Test1 VALUES (4, [Val 4])
INSERT INTO Test1 VALUES (3, [Val 5])

SELECT * FROM Test;
UNION;
SELECT * FROM Test1;
INTO CURSOR crsTest
SELECT crsTest
BROWSE NORMAL

**** RESULT:
****
1    Val 1
2    Val 2
3    Val 3
3    Val 5
4    Val 4

Are you sure you didn't use UNION ALL instead of just UNION?