1.3.0 — Jan. 11, 2012 Removed AMD (RequireJS) support from Underscore. If you'd like to use Underscore with RequireJS, you can load it as a normal script, wrap or patch your copy, or download a forked version.
Why have they done it? Does anyone know? Because they added it only few month ago (in October), and AMD (Asynchronous Module Definition) is said to be far superior to CommonJS modules.
Update: As of December 2013, this has been supported again.
Jeremy gave his reasoning in the comments of the commit:
Yep. Not supporting a particular script loader will definitely make it easier for all of them to work properly.
I apologize for merging the support in the first place.
He also tweeted a bit more on the change (link from a later comment):
… because AMD support is breaking regular Underscore embeds on pages that also happen to use Require.js …