As in before ANH, about his childhood or teenage years. I don't believe there is, though it has been awhile since I have read any of the EU. I know the NPR radio dramas did, but I am talking about EU books.
Adventure in Beggar's Canyon is probably the closest you're going to come to what you're looking for.
Well, lets see here. I'm told a lot of the stuff that features early Biggs Darklighter also features Luke Skywalker in his youth. I know you're probably looking for something where Luke is the focus, but this is the best I can come up with. We've got: The Saga of Biggs Darklighter The Lost City of Tatooine (will probably be hard to find) Hope this helps!
Ryder Windham's: A New Hope: The Life of Luke Skywalker features some short stories from before ANH. It's part of Scholastic's Biography series. And Scholastic's Target (first in the Rebel Force series), written by Alex Wheeler, has him meet his old pals at Tatooine, giving a bit of insight in his former life there. Also, in the volume: Luke Skywalker. Last Hope for the Galaxy, theres two comic stories; Falling Star (first publ. in Sw Tales #15, 2003) and Luke Skywalker's Walkabout (first publ. in Dark Horse Perents Annual 1999). The latter however, is probably the same as mentioned above, where he gets in truble with Windy.