There are no incidents where a U.S. pilot defected to the Soviet Union. However, a large number of U.S. citizens defected to Cuba, either in small planes they piloted or by hijacking commercial flights. At the height of the hijacking frenzy, U.S. flights were diverted to Cuba as often as once a week.

Here's a wiki list of pilot defectors - for more on the politics and mechanics of defection to Cuba, check out the recent (and superb) book The Skies Belong to Us by Brendan Koerner.

It's not the same kind of pilot-with-aircraft defection that you're talking about, but the Japanese anti-war group, Beheiren (An abbreviation of Betonamu ni Heiwa o! Shimin Rengō [Citizen's League for Peace in Vietnam]) helped about a dozen US servicemen who were stationed on bases in Japan defect to Sweden through the USSR in the late 1960s.