Well, in Java you have http://docs.oracle.com/javase/7/docs/api/java/lang/Void.html

Not exactly first-class but useful at times.

As someone else describes, void is the "uninhabited" type, i.e.: it cannot be created. Void is a way of indicating the absence of valid output.

I think null is wrong too, because it references the fact that in most languages, types are a sum type of "all possible valid inputs" plus "null". Rust avoids null and has no null pointers unless you use unsafe code.

Unit means "there is precisely one instance of this type". It is the unitary type.

First you have to say if you are talking about () the type or () the value. () the type is fairly close to void in meaning. () the value is fairly close to null in meaning. Thus both comparisons are accurate, which is applicable depends on which () you are referring to.

While your post is correct for () the type, if I consider () the value, your post could be transformed without loss of accuracy to:

Void is not a value either, and you cannot return it from a function. I think null is a closer match.

Value or type neither half is the whole story.