But that said, having read through their blog posts, I was under the impression that their interpreter doesn't in fact support all of the SpiderMonkey test suite, and so, as a practical matter is still only supporting a subset of JS.
My attempts to get underscore working have been unsuccessful thus far (the debug info isn't terribly useful, not knowing their codebase).
Another implementation of the core semantics + desugaring approach, dubbed S5 (https://github.com/brownplt/lambdas5), is better engineered and actually uses SpiderMonkey's parser to handle more programs.
S5 runs underscore.js without any issues. Do give it a shot if you're still interested in trying things out.
Also, it's worth mentioning that S5 handles features of the new ECMAScript 5 specification, like strict mode, getters and setters, and new APIs, that the original λJS simply doesn't handle, so it's a much more complete account of JavaScript.
I lament that HN has lost its way enough that this thread didn't make it anywhere near the top of the homepage.
Dave