The underscore key on an American or British keyboard layout is on the same key as the hyphen, and can be used by holding down one of the shift keys and pressing the hyphen key. It is found to the right hand side of the 0 key at the top of the keyboard.
The underscore is sometimes called an understrike, low line or low dash. It is often used where spaces cannot be used, such as in email addresses, website URLs or usernames on websites. It should not be confused with an underline, which adds a line below a letter, number or symbol.