Windsor Locks Federal Credit Union has been open since 1940. It's the 25th largest credit union in Connecticut with assets totaling $62.92 Million and providing banking services to more than 4,000 members. Membership: The credit union is a community-based financial institution. People living, working, or worshipping in the credit union's geographic area can become a member and access banking services. Membership is also open to immediate family of current members.