When you edit and save files, Vim creates a file with the same name as the original file and an un~ extension at the end.
Vim 7.3 contains a new feature persistent undo, that is, undo information
won’t be lost when quitting Vim and be stored in a file that ends with .un~.
You have set the undofile option, so Vim creates an undo file when saving
the original file. You can stop Vim from creating the backup file, by
clearing the option:
:set noundofile
Note that, by default this option is turned off. You have explicitly
enabled the undofile option in one of the initialization files. If you
want your undofiles to be stored only in a particular directory, you can
point the undodir option to a directory that will contain all your
aggregated undofiles.
Source: http://vimhelp.appspot.com/vim_faq.txt.html#faq-7.2