The recent discovery by the Pierre Auger collaboration of anisotropy in the arrival directions of the highest energy cosmic rays, correlated with the positions of nearby active galactic nuclei, encourages the search for counterpart TeV gamma-ray emission. Approximately half of the sky viewed by the southern hemisphere Pierre Auger experiment is also visible at reasonable elevations for the northern hemisphere gamma-ray telescope array, VERITAS. We report on first observations by VERITAS of regions associated with the arrival directions of ultra-high energy cosmic ray events.