Toyota used to fund cold fusion research, but they stopped a number of years ago. I think they were the last serious funders of the work. I'm not sure anyone is actually working on it anymore; it didn't work and no one could ever make it work. And since it was such a huge career-ended last time someone thought they had it working (which was their own fault, really) there's a stigma attached to it. So in conclusion, no, you're not going to find an REU on the topic. But you might be able to find something to do with energy research if you look around enough.