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We construct supercharacter theories of finite unipotent groups in the orthogonal, symplectic and unitary types. Our method utilizes group actions in a manner analogous to that of Diaconis and Isaacs in their construction of supercharacters of algebra groups. The resulting supercharacter theories agree with those of Andr'e and Neto in the case of the unipotent orthogonal and symplectic matrices and generalize to a large collection of subgroups. In the unitary group case, we describe the supercharacters and superclasses in terms of labeled set partitions and calculate the supercharacter table.

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