Yes.
The Latin League was founded in 7th century B.C. by a set of Italian states. The capital city was Alba Longa.
Delian League was founded in 5th century BC
Peloponnesian League was formed between 6 and 4th centuries BC
League of Corinth was formed during the winter of 338 BC/337 BC
Achaean League existed between 280 BC and 146 BC
In central, barbarian, Europe it was common to conduct inter-tribal congresses. Over several such congresses Julius Caesar himself presided.
Late Roman Senate can be considered a supranational organization because the kings and chives of allied countries were allowed to participate.
Catholic Church was founded in 1st cantury AD and soon became a supranational organization with college of cardinals composed of representatives of different countres. The encyclicals of the Pope were mandatory to all Catholic states.
Holy Roman Empire was a supranational organization that can be seen as a prototype of the European Union.
Hanseatic league was created in 13th century.