Sometimes car manufacturers will offer 0% financing, or at least a rate that is lower than you would normally be able to get, in order to move more cars. There may be caveats to that such as it's only available for specific models/trims, or require minimum credit scores, or require minimum down payment percentages, etc..
Credit Unions traditionally offered better terms on both the interest-earning and the interest-saving side, but that is not always the case anymore. For example, while it's not a loan, I am getting far better rates from Ally on even regular passbook savings than I am with an identical product through my credit union.
On my last car loan (not lease) my CU only beat the manufacturer's in-house APR by 0.5%. I ended up going with the CU anyway because they take 1/2 of the payment 2x a month, making it a little easier to budget, but if it weren't for that I would likely have just stayed with the manufacturer's financing which was only $5/month more.
Blue Ocean 2012 Leaf SV, lost that 1st bar on 11/21/2015 at 26,435 miles.
Lease returned on 12/23/2015. Final LeafStat figures: 225 Gids, 17.44 kWH, SOC 91.89%, SOH 82.36%, 69.49% HX, 54.57 Ahr, battery temp 61.8 F
Now driving a 2015 VW eGolf SEL