Cython doesn't support them by default, but you could probably create your own interface, following the structure of https://github.com/cython/cython/blob/master/Cython/Includes/libcpp/map.pxd.
Cython now supported unordered_map and unordered_set since 0.20.2.
from libcpp.unordered_map cimport unordered_map
from libcpp.unordered_set cimport unordered_set