I have not used Underscore/Lodash in production, but I use jQuery a lot with CoffeeScript. CoffeeScript does not replace jQuery, although it can make your jQuery a lot nicer.
As far as other libraries, there really are no restrictions; CoffeeScript compiles transparently to JavaScript. The only thing holding it back would be poor support in the specific ecosystem you are working with, such as a lack of plugins that automate the build process. In that case, you may need to compile manually or set up your own build script. But other than that, you can use CoffeeScript in place of JS pretty much anywhere.