MINUS operator in MySQL?

A NOT IN() subquery can be used here, since MySQL doesn't support MINUS.

SELECT 
  cand_email
FROM tbl_cand_data 
WHERE can_email NOT IN (SELECT un_email FROM tbl_unsubscribe)

It can also be done with a LEFT JOIN, looking for NULLs in the un_email column:

SELECT cand_email 
FROM
   tbl_cand_data
   LEFT JOIN tbl_unsubscribe ON tbl_cand_data.can_email = tbl_unsubscribe.un_email
WHERE tbl_unsubscribe.un_email IS NULL

To exclude them from a bunch of UNION operations, wrap the UNION group in () as a subquery:

SELECT email FROM (
  SELECT cand_email AS email FROM tbl_cand_data
  UNION
  SELECT emp_email AS email FROM tbl_emp_data
  UNION
  SELECT email FROM AS email tbl_uptade_list
  UNION
  SELECT feed_email AS email FROM tbl_feedback
  UNION
  SELECT admin_email AS email FROM tbl_admin_emails
) email_list
WHERE email NOT IN (SELECT un_email FROM tbl_unsubscribe)

Unfortunately MINUS and INTERSECT are not supported by MySQL, but you can get the same result using JOIN for MINUS, UNION for INTERSECT.

SELECT cand_email FROM tbl_cand_data
LEFT JOIN tbl_unsubscribe ON (cand_email = un_email)
WHERE un_email IS NULL