You can do it this way:
select * from (
select 'Transfer In' as MovementType, * from vHRIS_StaffMovement_TransferIn
union all
select 'Terminate' as MovementTyep, * from vHRIS_StaffMovement_Terminate
union all
select 'New Hire' as MovementTyep, * from vHRIS_StaffMovement_NewHire
union all
select 'Transfer Out' as MovementType, * from vHRIS_StaffMovement_TransferOut ) as a
where cur_deptid in (1,2,3,4,5)
and cast(EffectiveDate as date) <='2013-08-02'
and cast(EffectiveDate as date) >= '2012-08-01'
and StaffType in (1,2,3,4,5)