I did find referenced the CISCO-UDLD-MIB for the 2950 metro switch platform. The fact that the MIB exists implies a trap could be sent, at least for that platform. I was unable to find this referenced in documentation. I peeked at the 3750 and 6500 documentation, and didn't see anything that made me believe UDLD traps were configurable for those platforms, either. Perhaps someone else has actually seen UDLD traps before and can comment, but I'm not seeing it at this point.
However, your switch should support link up/down traps, so you could at least configure that. If UDLD disables the interface, you should receive a link down notification trap. You wouldn't know that UDLD was the cause, but it would be a start.