Undetectable Poisons: Harry had to write an essay on them for Potions class, so apparently they do exist in the wizard world.
Unfogging the Future: The textbook for the Divination class.
Unforgivable Curses: Spells banned by the Ministry of Magic, although Crouch senior permitted their use in the hunt for the Death Eaters. Normally, use of them is a quick ticket to Azkaban. They are the Cruciatus Curse, the Imperius Curse, and the Killing Curse.
unicorns: Horselike creatures with a single horn, symbolizing absolute purity. (In medieval art, the unicorn was actually a single-horned goat.) Unicorn hairs are used as the cores of some wands.
Unplottable: Not placeable on a map.
Unspeakable: A person who works for the Department of Mysteries.
Urg the Unclean (GoF ch. 31): Possibly a goblin involved in one of their many rebellions.
Etym: No info. Probably just invented to sound grunt-like.
Uric the Oddball: Some historical personage who could be confused with Emeric the Evil.
Etym: None found.