Today's mobile devices such as smart phones are equipped with multiple wireless access technologies, so multi-radio operation is becoming the norm. These devices frequently face vertical handover scenarios such as exiting Wi-Fi hotspot towards cellular network coverage. Unfortunately, the vertical handover execution is still done in a very primitive way even with middleware support, and the reality is that any active service at the time of handover is aborted or at least severely disrupted when it happens. In this paper, we explore how the transport layer can independently overcome the disruption caused by the vertical handover and obtain service continuity with or without underlying vertical mobility support infrastructures such as Media Independent Handover (MIH) or Access Network Discovery and Selection Function (ANDSF). In particular, we focus on the case of User Datagram Protocol (UDP), and explore how to evolve it for vertical handover. In particular, we show that UDP can be enriched with options while keeping application transparency and enabling incremental deployment as is the case for Transmission Control Protocol (TCP). We implement the proof-of-concept prototype and demonstrate that it performs well under dynamic Cellular-WiFi vertical handover settings with off-the-shelf smart phones operating across commercial 3G cellular carriers and Internet Service Provider (ISP) networks. We also consider the ways to utilize the evolved UDP for other applications, as the addition of carrying options or in-band signaling capability opens a whole new horizon for the usability of UDP.