In ubuntu system, because of gnome-terminal will clear the clipboard when you exit from vim. But if you use xterm, it won't clear your clipboard. But gnome-terminal is much better than other terminals. So many people will still choose it. Thus if you want share clipboard between vim and system, you can choose another kind of clipboard, named parcellite.
$ sudo apt-get install parcellite
Then open the Preferences to configure parcelllite, the most important is to have the second option checked in Behavior->Clipboards.
PS: If you want parcellite can auto-start when system boots up, you can add it to the 'Startup Applications'.