Do international credit unions exist?

Generally, transnational companies are organized as a set of subsidiaries with a shared ownership. For example, both the Citibank (in the US) and Citibank Canada (in Canada) are owned by the Citigroup corporation, but they each are a distinct organization.

Credit unions are generally cooperatives owned by their clients, as such creating international subsidiaries will not work since the subsidiaries would not have been owned by the clients but rather by some corporate entity. In addition, usually credit unions are intended (and in fact in the US - required) to serve a specific and a relatively small population. Usually, it would be employees of certain employers or residents in specific areas. International expansion would be contrary to that.

So no, there are no international credit unions per se. There may possibly be international affiliations between several independent credit unions for the benefit of their clients, though.