It very much depends on which database you're using. Here are the ways to do it in ANSI (aka should work on any database), MySQL, SQL Server, and Oracle. Be advised that the ANSI method will be much slower than the other two methods, but if you're not using MySQL, SQL Server, or Oracle, it's the only way to go.
ANSI:
update ud set assid = (select udid from sale where assid = ud.assid)
MySQL:
update ud u
inner join sale s on
u.id = s.udid
set assid = s.assid
SQL Server:
update u
set assid = s.assid
from ud u
inner join sale s on
u.id = s.udid
Oracle:
update
(select
u.assid as new_assid,
s.assid as old_assid
from ud u
inner join sale s on
u.id = s.udid) up
set up.new_assid = up.old_assid