s/ /_/g;
[download]

For better performances you'd probably prefer to use a translation instead of a substitution.

perl -MBenchmark -e 'timethese(1000000,{
   "s"  => "$_=qq(a a a a a a ); s/ /_/g",
   "tr" => "$_=qq(a a a a a a ); tr/ /_/",
})'

Benchmark: timing 1000000 iterations of s, tr...
 s: 15 wallclock secs (13.81 usr +  0.00 sys = 13.81 CPU) 
      @ 72411.30/s (n=1000000)
 tr:  5 wallclock secs ( 4.38 usr +  0.00 sys =  4.38 CPU) 
      @ 228519.20/s (n=1000000)
[download]

<kbd>--
my $OeufMayo = new PerlMonger::Paris({http => 'paris.mongueurs.net'});</kbd>

Better to use:

tr/ /_/;
[download]

$dir = $ARGV[0]; # get dir from arg list
opendir(D, $dir) or die $!;
for(readdir(D)) {
  $file = $_;
  tr/ /_/; # or tr/ \t\r\n/_/; for tabs and spaces
  # or s/\s+/_/g; to make multiple whitespace chars into one _
  rename("$dir/$file", "$dir/$_");
}
closedir(D);
[download]

Note that you can also use tr to squash multiple whitespace characters into single _s:

$_= " This  is \t a test\cM\n";
tr/ \t\f\r\n/_/s;
print;
__END__
prints "_This_is_a_test_"
[download]

        - tye (but my friends call me "Tye")

Ahhh... I never got into using tr... just one of those things... I should. So how do you make tr trade one for one?
tr/ \t\f\r\n/_____/
                - Ant