Are there any known collisions for the SHA (1 & 2) family of hash functions? Are there any known collisions for the hash functions SHA-1, SHA-224, SHA-256, SHA-384, and SHA-512?

By that, I mean are there known values of $a$ and $b$ where $F(a) = F(b)$ and $a ≠ b$?
This answer is now out of date as on Feb 23 2017, a collision for SHA-1 was found. See What is the new attack on SHA-1 “SHAttered” and how does it work?

In short, no.

So, what is the current state of cryptanalysis with SHA-1 (for reference only as this question relates to SHA-2) and SHA-2? Bruce Schneier has declared SHA-1 broken. That is because researchers found a way to break full SHA-1 in $2^{69}$ operations. Much less than the $2^{80}$ operations it should take to find a collision due to the birthday paradox.

As far as we know, the best available collision attacks on full round SHA-2 hash functions is still brute force $2^{n/2}$ (where $n$ is the bit length of the output).