Something

def union(p1,p2):
    driver = ogr.GetDriverByName("ESRI Shapefile")

    #Open file 1 and get its layer and feature
    file1 = driver.Open(p1,0)

    if file1 is None:
        print "Could not open", file1
        sys.exit(1)

    layer1 = file1.GetLayer(0) #get layer from file
    feat1 = layer1.GetNextFeature() #get feature from layer
    geom1 = feat1.GetGeometryRef() #get geometry from feature
    geomType = geom1.GetGeometryType() #get geometry type


    #Open file 2 and get its layer
    file2 = driver.Open(p2,0)

    if file2 is None:
        print "Could not open", file2
        sys.exit(2)

    layer2 = file2.GetLayer(0) #get layer from file
    feat2 = layer2.GetNextFeature() #get feature from layer

    geomCollection = ogr.Geometry(type = ogr.wkbGeometryCollection)

    while feat1:
        geometry1 = feat1.GetGeometryRef()
        geomCollection.AddGeom(geometry1)
        feat1 = layer1.GetNextFeature()

    while feat2:
        geometry2 = feat2.GetGeometryRef()
        geomCollection.AddGeom(geometry2)
        feat2 = layer2.GetNextFeature()