Most instructions say "sun" no matter what the vegetable, but some are better in part-shade, or even full shade.
The key is whether you want flowers and fruit or large green leaves. A common problem with flowering plants is too much shade, therefore no flowers. The leaves can be green and flourishing, but it takes sun to coax the buds and flowers out. However, if you're looking for lots of lettuce leaves over a long period, shade is your friend. Lettuce also likes cool conditions, usually found in shade as well.
Also consider cilantro, a plant grown mainly for leaves but known for shifting its energy to flowers and seeds more quickly than gardeners prefer. Choosing a slow-bolting (flowering) variety is one answer but the other is a shady spot, perhaps even under a tomato plant or a zucchini.
Others that can be given the same treatment include spinach, parsley, mustard greens, celery and kale. While you're at it, feed with a high nitrogen fertilizer like fish emulsion or blood meal. This will also delay flowering.