Is there a vegetable starting with U?

Yes, in fact there are many! Usnea (a lichen that looks similar to the moss on live oak trees; Urtica dioica, which is Stinging Nettle; Ulmus Fulva which is also known as Slippery Elm. If you were looking for herbs with common names starting with the letter U, rather than their botanical binomials starting with U, here's a few of those: Umbrella Grass, Umbrella Tree, Unicorn Root, Uva-ursi.