It's very rare. The only two I can think of in recent years are Krysten Sinema and Joe Manchin who went from Democrat to Independent but still mainly voted with the Dems. Both have now left government.
I'm not positive, but think, in general, there's less party whipping in the US, so pre-Trump it wasn't uncommon for people to vote with the other party at times, so there's less reason to.
@RedRosesParmaViolets Off the top of my head, the only Senator I can think of who switched from D to R is Arlen Specter, but that was before I was born and he's long deceased. Can't think of any since.