Can be abbreviated U.N. on second mention. In headlines, UN (no periods).
Note no definite article before abbreviations: UNDP, not the UNDP.
United Nations Offices
The official names of many United Nations offices may not be intuitive to their commonly-used names. Recognized terms (refugee agency, human rights office) are acceptable on first mention and in headlines but the agency name should be elsewhere in the story.
U.N. offices are an exception to abbreviations style guidelines: the name and title should be written out the first time it appears, followed by the abbreviation or acronym in parentheses. Note no periods in acronyms.
Abbreviations and acronyms are not used for names or titles that occur only once or twice in a text.
When the entity referred to is better known by the abbreviation or acronym, it may however be preferable to include the abbreviation even if the name occurs only once (UNESCO):
U.N. chemical weapons watchdog: Organization for the Prohibition of Chemical Weapons (OPCW)
UNESCO: United Nations Educational, Scientific and Cultural Organization (known by its acronym)
U.N. High Commissioner for Human Rights: Office of the High Commissioner for Human Rights (OHCHR)
UNOPS: United Nations Office for Project Services (known by its acronym)
U.N. refugee agency: Office of the United Nations High Commissioner for Refugees (UNHCR)
World Health Organization: United Nations World Health Organization (WHO)
Principal organs and major offices should not be abbreviated, although short titles may be used when appropriate: General Assembly, Security Council
Short titles may be used on second mention in some cases provided there is no risk of ambiguity: the Assembly, the Council, the Committee