Nationally, UPS is promoting Atlanta-based Delta Community Credit Union (formerly Delta Air Lines Employee Credit Union). Locally, many UPS facilities have partnered with area credit union. However, with credit union restrictions having been eased in the early 2000s alongside the abundance of free checking accounts offered by traditional banks, these can be considered legacy agreements. My break room has literature on our local credit union, but the application advises 'if you sign-up and initiate direct deposit by June 1, you'll automatically be entered to win a trip for four to Disney World's Millennium Celebration.' Clearly not very recent
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You're probably eligible to join dozens, and perhaps hundreds, of credit unions, both local & national. I woulnd't worry about finding one with association to UPS. Instead, pick the one whose product best fits your needs.