yes infact there has been one and his name is carlos teves, former man utd player, didn't get a contract so left man u and went man c.
Also, not as big a name as Tevez but Terry Cooke moved from Utd to City in 1999 after a loan spell.
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In recent years Carlos Tevez and Owen Hargreaves have transferred from Manchester United to Manchester City. Sir Matt Busby (former Manchester United manager) used to play for Manchester City. Ryan Giggs was in the Manchester City youth academy before he joined the Manchester United academy and ironically has become a Manchester United legend.
The last first team player transferred from Man Utd to Liverpool was Phil Chisnall. He was the centre forward in the first match on Match of the Day but only played a few games for Liverpool.