Good Skin URL's
Design and Skin Customization
Check out how google uses underscores in their own urls:
https://www.google.com/#q=site:google.com+inurl:united_states
I couldn't find any google.com urls which use united-states (discounting urls on feedproxy.google.com of course)
updated by @ultrajam: 05/05/14 02:54:44AM