  A net $(x_\alpha)$ in a vector lattice $X$ is said to be {unbounded order
convergent} (or uo-convergent, for short) to $x\in X$ if the net
$(\abs{x_\alpha-x}\wedge y)$ converges to 0 in order for all $y\in X_+$. In
this paper, we study unbounded order convergence in dual spaces of Banach
lattices. Let $X$ be a Banach lattice. We prove that every norm bounded
uo-convergent net in $X^*$ is $w^*$-convergent iff $X$ has order continuous
norm, and that every $w^*$-convergent net in $X^*$ is uo-convergent iff $X$ is
atomic with order continuous norm. We also characterize among $\sigma$-order
complete Banach lattices the spaces in whose dual space every simultaneously
uo- and $w^*$-convergent sequence converges weakly/in norm.
