More efficient SQL than using "A UNION (B in A)"?

Question

Edit 1 (clarification): Thank you for the answers so far! The response is gratifying.
I want to clarify the question a little because based on the answers I think I did not describe one aspect of the problem correctly (and I'm sure that's my fault as I was having a difficult time defining it even for myself).
Here's the rub: The result set should contain ONLY the records with tstamp BETWEEN '2010-01-03' AND '2010-01-09', AND the one record where the tstamp IS NULL for each order_num in the first set (there will always be one with null tstamp for each order_num).
The answers given so far appear to include all records for a certain order_num if there are any with tstamp BETWEEN '2010-01-03' AND '2010-01-09'. For example, if there were another record with order_num = 2 and tstamp = 2010-01-12 00:00:00 it should not be included in the result.

Original question:
Consider an orders table containing id (unique), order_num, tstamp (a timestamp), and item_id (the single item included in an order). tstamp is null, unless the order has been modified, in which case there is another record with identical order_num and tstamp then contains the timestamp of when the change occurred.

Example...

id  order_num  tstamp               item_id
__  _________  ___________________  _______
 0          1                           100
 1          2                           101
 2          2  2010-01-05 12:34:56      102
 3          3                           113
 4          4                           124
 5          5                           135
 6          5  2010-01-07 01:23:45      136
 7          5  2010-01-07 02:46:00      137
 8          6                           100
 9          6  2010-01-13 08:33:55      105

What is the most efficient SQL statement to retrieve all of the orders (based on order_num) which have been modified one or more times during a certain date range? In other words, for each order we need all of the records with the same order_num (including the one with NULL tstamp), for each order_num WHERE at least one of the order_num's has tstamp NOT NULL AND tstamp BETWEEN '2010-01-03' AND '2010-01-09'. It's the "WHERE at least one of the order_num's has tstamp NOT NULL" that I'm having difficulty with.

The result set should look like this:

id  order_num  tstamp               item_id
__  _________  ___________________  _______
 1          2                           101
 2          2  2010-01-05 12:34:56      102
 5          5                           135
 6          5  2010-01-07 01:23:45      136
 7          5  2010-01-07 02:46:00      137

The SQL that I came up with is this, which is essentially "A UNION (B in A)", but it executes slowly and I hope there is a more efficient solution:

SELECT history_orders.order_id, history_orders.tstamp, history_orders.item_id
FROM
   (SELECT orders.order_id, orders.tstamp, orders.item_id
    FROM orders
    WHERE orders.tstamp BETWEEN '2010-01-03' AND '2010-01-09')
    AS history_orders
UNION
SELECT current_orders.order_id, current_orders.tstamp, current_orders.item_id
FROM
   (SELECT orders.order_id, orders.tstamp, orders.item_id
    FROM orders
    WHERE orders.tstamp IS NULL)
    AS current_orders
WHERE current_orders.order_id IN
   (SELECT orders.order_id
    FROM orders
    WHERE orders.tstamp BETWEEN '2010-01-03' AND '2010-01-09');

Answer 1

perhaps a subquery:

select * from order o where o.order_num in (select distinct
  order_num from order where tstamp between '2010-01-03' and '2010-01-09')