The answer to the crossword for the term THE 'U' IN E.U. is UNION. The European UNION (EU) is an economic and political UNION of 28 member states that are located primarily in Europe. The 'U' in E.U. stands for UNION, which is a key part of the EU's structure and purpose. The UNION is responsible for creating laws and regulations that apply to all member states, as well as providing a common currency and free movement of people between countries.