As tbassetto said, I can't see any reasons to use Underscore over Lo-Dash. Performance is on par or better, AMD/CommonJS modularity out of the gate, and their CLI can be used to build a minimal version of the lib based on the functions you need.
From what I've read, lodash does everything underscore does, faster (and it also does more). I may be missing something but there are virtually no reasons to still use underscore unless you just don't want to update your project's dependencies (which is fine, no harm done).
I wrote an article on how you can analyze source code and produce a minimal Lo-Dash build in only 73 characters: http://jjt.io/2014/07/18/analyzing-source-files-to-automatic...