I use vi mode in zsh, tmux and my favorite text editor (vim obviously). I'm interested to have this behavior in the whole system. I know I can use plugins in firefox, thunderbird, etc. but if there is an option to do it everywhere may be interesting.
As far as I know Drav Sloan is correct: there is no universal "vi" mode setting.
You can ease the pain for a lot of more modern command line programs by having a file named
$HOME/.inputrc with this line in it:
set editing-mode vi
A lot of programs use
impala-shell and others. This may get you most of way to where you want to be.