not in the Roman alphabet, but the Modern English sound it represents is close to the devocalized consonant expressed by Roman -U- or -V-. In Old English, this originally was written -uu-, but by 8c. began to be expressed by the runic character wyn (Kentish wen), which looked like this: ƿ (the character is a late addition to the online font set and doesn't display properly on many computers, so it's something like a combination of lower-case -p- and a reversed -y-).
In 11c., Norman scribes introduced -w-, a ligatured doubling of Roman -u- which had been used on the continent for the Germanic "w" sound, and wyn disappeared c. 1300. -W- is not properly a letter in the modern French alphabet, and it is used there only in borrowed foreign words, such as wagon, weekend, Western, whisky, wombat. Charles Mackay ("Extraordinary Popular delusions and the Madness of Crowds") reports that the Scotsman John Law, author of the Mississippi stock swindle of 1720, was known in France as Monsieur Lass "to avoid the ungallic sound, aw."