How about transliteration?

if( $str =~ tr/_/_/ ) {
    print "with underscore\n";
} else {
    print "no underscore\n";
}
[download]

Or just for fun...

my $result = 
      ( $str =~ tr/_/_/ )
    ? "with "
    : "no ";

print "$result underscore\n";
[download]

perlop explains the use of the tr/// operator.