Consulta União - O que está errado nesta SQL?

Voce deve definir o where para cada um dos select´s. O único comando aceito para o grupo será o order by.

SELECT [tOutMov.OutCodigo] As Docto, [tOutMov.OutData] As DataRec, tChq.ChqCodigo, tChq.ChqBanco, tChq.ChqNumero, tChq.ChqData, tChq.ChqValor, tChq.ChqTitular, tChq.ChqStatus, tChqSta.StaDescrição, tAut.AutCodigo
FROM (tOutMov INNER JOIN tAut ON tOutMov.OutCodigo = tAut.OutCodigo) INNER JOIN (tChqSta INNER JOIN tChq ON tChqSta.StaCodigo = tChq.ChqStatus) ON tOutMov.OutCodigo = tChq.OutCodigo
WHERE tOutMov.OutData Between :DataIn And :DataFn

UNION SELECT [tPar.ParCodigo] As Docto, [tPar.ParRecData] As DataRec, tChq.ChqCodigo, tChq.ChqBanco, tChq.ChqNumero, tChq.ChqData, tChq.ChqValor, tChq.ChqTitular, tChq.ChqStatus, tChqSta.StaDescrição, tAut.AutCodigo
FROM (tPar INNER JOIN tAut ON tPar.ParCodigo = tAut.ConParCodigo) INNER JOIN (tChqSta INNER JOIN tChq ON tChqSta.StaCodigo = tChq.ChqStatus) ON tPar.ParCodigo = tChq.ParCodigo
WHERE tPar.ParRecData Between :DataIn And :DataFn

UNION SELECT [tPgtPar.PgtParCodigo] As Docto, [tPgtPar.PgtParRecData] As DataRec, tChq.ChqCodigo, tChq.ChqBanco, tChq.ChqNumero, tChq.ChqData, tChq.ChqValor, tChq.ChqTitular, tChq.ChqStatus, tChqSta.StaDescrição, tAut.AutCodigo
FROM (tPgtPar INNER JOIN tAut ON tPgtPar.PgtParCodigo = tAut.PgtParCodigo) INNER JOIN (tChqSta INNER JOIN tChq ON tChqSta.StaCodigo = tChq.ChqStatus) ON tPgtPar.PgtParCodigo = tChq.PgtParCodigo
WHERE tPgtPar.PgtParRecData Between :DataIn And :DataFn

ORDER BY 1,2