Just yesterday I was surprised to read a recipe for an iceberg wedge salad where the vinaigrette was made with a roux: http://cooking.nytimes.com/recipes/1017453-st-anselms-iceberg-wedge-salad
An obvious one: "sauce blanche" in french: water thickened with roux. Just make the roux with non-dairy fat and you've got a vegan "sauce blanche".There are multiple ways to make a decent vegan white sauce. Soy milk (or similar) thickened with roux or xanthan gum or rice flour or cornstarch or by blending with silken tofu or cooked rice or cooked cauliflower; and those are just a few.