Underscore is a utility-belt library for JavaScript that provides a lot of the functional programming support that you would expect in Prototype.js (or Ruby), but without extending any of the built-in JavaScript objects. It's the tie to go along with jQuery's tux.
Underscore provides 50-odd functions that support both the usual functional suspects: map, select, invoke — as well as more specialized helpers: function binding, javascript templating, deep equality testing, and so on. It delegates to built-in functions, if present, so JavaScript 1.6 compliant browsers will use the native implementations of forEach, map, filter, every, some and indexOf.
Underscore includes a complete Test & Benchmark Suite for your perusal.
The unabridged source code is available on GitHub.
| Development Version (0.4.5) | 18kb, Uncompressed with Comments | 
| Production Version (0.4.5) | 2kb, Packed and Gzipped | 
You can use Underscore in either an object-oriented or a functional style, depending on your preference. The following two lines of code are identical ways to double a list of numbers.
_.map([1, 2, 3], function(n){ return n * 2; });
_([1, 2, 3]).map(function(n){ return n * 2; });
    Using the object-oriented style allows you to chain together methods. Calling chain on a wrapped object will cause all future method calls to return wrapped objects as well. When you've finished the computation, use value to retrieve the final value. Here's an example of chaining together a map/flatten/reduce, in order to get the word count of every word in a song.
var lyrics = [
  {line : 1, words : "I'm a lumberjack and I'm okay"},
  {line : 2, words : "I sleep all night and I work all day"},
  {line : 3, words : "He's a lumberjack and he's okay"},
  {line : 4, words : "He sleeps all night and he works all day"}
];
_(lyrics).chain()
  .map(function(line) { return line.words.split(' '); })
  .flatten()
  .reduce({}, function(counts, word) {
    counts[word] = (counts[word] || 0) + 1;
    return counts;
}).value();
=> {lumberjack : 2, all : 4, night : 2 ... }
    In addition, the Array prototype's methods are proxied through the chained Underscore object, so you can slip a reverse or a push into your chain, and continue to modify the array.
      Collections
      
      each, map,
      reduce, reduceRight,
      detect, select,
      reject, all,
      any, include,
      invoke, pluck,
      max, min,
      sortBy, sortedIndex,
      toArray, size
    
      Arrays
      
      first, rest, last,
      compact, flatten, without, uniq,
      intersect, zip, indexOf,
      lastIndexOf
    
      Functions
      
      bind, bindAll, delay,
      defer, wrap, compose
    
      Objects
      
      keys, values,
      extend, clone,
      isEqual, isEmpty, isElement,
      isArray, isFunction, isString,
      isNumber, isUndefined
      
    
      Utility
      
      noConflict,
      identity, breakLoop,
      uniqueId, template
    
        each_.each(list, iterator, [context])
        Alias: forEach
        
        Iterates over a list of elements, yielding each in turn to an iterator
        function. The iterator is bound to the context object, if one is
        passed. Each invocation of iterator is called with three arguments:
        (element, index, list). If list is a JavaScript object, iterator's
        arguments will be (value, key, list). Use breakLoop 
        to break out of the iteration. Delegates to the native
        forEach function if it exists.
      
_.each([1, 2, 3], function(num){ alert(num); });
=> alerts each number in turn...
      
        map_.map(list, iterator, [context])
        
        Produces a new array of values by mapping each value in list
        through a transformation function (iterator). If the native
        map method exists, it will be used instead.
      
_.map([1, 2, 3], function(num){ return num * 3 });
=> [3, 6, 9]
      
        reduce_.reduce(list, memo, iterator, [context])
        Aliases: inject, foldl
        
        Also known as inject and foldl, reduce boils down a
        list of values into a single value. Memo is the initial state
        of the reduction, and each successive step of it should be returned by
        iterator.
      
var sum = _.reduce([1, 2, 3], 0, function(memo, num){ return memo + num });
=> 6
      
        reduceRight_.reduceRight(list, memo, iterator, [context])
        Alias: foldr
        
        The right-associative version of reduce. Delegates to the
        JavaScript 1.8 version of reduceRight, if it exists. Foldr
        is not as useful in JavaScript as it would be in a language with lazy
        evaluation.
      
var list = [[0, 1], [2, 3], [4, 5]];
var flat = _.reduceRight(list, [], function(a, b) { return a.concat(b); });
=> [4, 5, 2, 3, 0, 1]
      
        detect_.detect(list, iterator, [context])
        
        Looks through each value in the list, returning the first one that
        passes a truth test (iterator). The function returns as
        soon as it finds an acceptable element, and doesn't traverse the
        entire list.
      
var even = _.detect([1, 2, 3, 4, 5, 6], function(num){ return num % 2 == 0; });
=> 2
      
        select_.select(list, iterator, [context])
        Alias: filter
        
        Looks through each value in the list, returning an array of all
        the values that pass a truth test (iterator). Delegates to the
        native filter method, if it exists.
      
var evens = _.select([1, 2, 3, 4, 5, 6], function(num){ return num % 2 == 0; });
=> [2, 4, 6]
      
        reject_.reject(list, iterator, [context])
        
        Returns the values in list without the elements that the truth
        test (iterator) passes. The opposite of select.
      
var odds = _.reject([1, 2, 3, 4, 5, 6], function(num){ return num % 2 == 0; });
=> [1, 3, 5]
      
        all_.all(list, [iterator], [context])
        Alias: every
        
        Returns true if all of the values in the list pass the iterator
        truth test. If an iterator is not provided, the truthy value of
        the element will be used instead. Delegates to the native method every, if
        present.
      
_.all([true, 1, null, 'yes']); => false
        any_.any(list, [iterator], [context])
        Alias: some
        
        Returns true if any of the values in the list pass the
        iterator truth test. Short-circuits and stops traversing the list
        if a true element is found. Delegates to the native method some,
        if present.
      
_.any([null, 0, 'yes', false]); => true
        include_.include(list, value)
        
        Returns true if the value is present in the list, using
        === to test equality. Uses indexOf internally, if list
        is an Array.
      
_.include([1, 2, 3], 3); => true
        invoke_.invoke(list, methodName, [*arguments])
        
        Calls the method named by methodName on each value in the list.
        Any extra arguments passed to invoke will be forwarded on to the
        method invocation.
      
_.invoke([[5, 1, 7], [3, 2, 1]], 'sort'); => [[1, 5, 7], [1, 2, 3]]
        pluck_.pluck(list, propertyName)
        
        An convenient version of what is perhaps the most common use-case for
        map: extracting a list of property values.
      
var stooges = [{name : 'moe', age : 40}, {name : 'larry', age : 50}, {name : 'curly', age : 60}];
_.pluck(stooges, 'name');
=> ["moe", "larry", "curly"]
      
        max_.max(list, [iterator], [context])
        
        Returns the maximum value in list. If iterator is passed,
        it will be used on each value to generate the criterion by which the
        value is ranked.
      
var stooges = [{name : 'moe', age : 40}, {name : 'larry', age : 50}, {name : 'curly', age : 60}];
_.max(stooges, function(stooge){ return stooge.age; });
=> {name : 'curly', age : 60};
      
        min_.min(list, [iterator], [context])
        
        Returns the minimum value in list. If iterator is passed,
        it will be used on each value to generate the criterion by which the
        value is ranked.
      
var numbers = [10, 5, 100, 2, 1000]; _.min(numbers); => 2
        sortBy_.sortBy(list, iterator, [context])
        
        Returns a sorted list, ranked by the results of running each
        value through iterator.
      
_.sortBy([1, 2, 3, 4, 5, 6], function(num){ return Math.sin(num); });
=> [5, 4, 6, 3, 1, 2]
      
        sortedIndex_.sortedIndex(list, value, [iterator])
        
        Uses a binary search to determine the index at which the value
        should be inserted into the list in order to maintain the list's
        sorted order. If an iterator is passed, it will be used to compute
        the sort ranking of each value.
      
_.sortedIndex([10, 20, 30, 40, 50], 35); => 3
        toArray_.toArray(list)
        
        Converts the list (anything that can be iterated over), into a
        real Array. Useful for transmuting the arguments object.
      
(function(){ return _.toArray(arguments).slice(0); })(1, 2, 3);
=> [1, 2, 3]
      
        size_.size(list)
        
        Return the number of values in the list.
      
_.size({one : 1, two : 2, three : 3});
=> 3
      Note: All array functions will also work on the arguments object.
        first_.first(array, [n])
        Alias: head
        
        Returns the first element of an array. Passing n will 
        return the first n elements of the array.
      
_.first([5, 4, 3, 2, 1]); => 5
        rest_.rest(array, [index])
        Alias: tail
        
        Returns the rest of the elements in an array. Pass an index
        to return the values of the array from that index onward.
      
_.rest([5, 4, 3, 2, 1]); => [4, 3, 2, 1]
        last_.last(array)
        
        Returns the last element of an array.
      
_.last([5, 4, 3, 2, 1]); => 1
        compact_.compact(array)
        
        Returns a copy of the array with all falsy values removed.
        In JavaScript, false, null, 0, "",
        undefined and NaN are all falsy.
      
_.compact([0, 1, false, 2, '', 3]); => [1, 2, 3]
        flatten_.flatten(array)
        
        Flattens a nested array (the nesting can be to any depth).
      
_.flatten([1, [2], [3, [[[4]]]]]); => [1, 2, 3, 4];
        without_.without(array, [*values])
        
        Returns a copy of the array with all instances of the values
        removed. === is used for the equality test.
      
_.without([1, 2, 1, 0, 3, 1, 4], 0, 1); => [2, 3, 4]
        uniq_.uniq(array, [isSorted])
        
        Produces a duplicate-free version of the array, using === to test
        object equality. If you know in advance that the array is sorted,
        passing true for isSorted will run a much faster algorithm.
      
_.uniq([1, 2, 1, 3, 1, 4]); => [1, 2, 3, 4]
        intersect_.intersect(*arrays)
        
        Computes the list of values that are the intersection of all the arrays.
        Each value in the result is present in each of the arrays.
      
_.intersect([1, 2, 3], [101, 2, 1, 10], [2, 1]); => [1, 2]
        zip_.zip(*arrays)
        
        Merges together the values of each of the arrays with the
        values at the corresponding position. Useful when you have separate
        data sources that are coordinated through matching array indexes.
      
_.zip(['moe', 'larry', 'curly'], [30, 40, 50], [true, false, false]); => [["moe", 30, true], ["larry", 40, false], ["curly", 50, false]]
        indexOf_.indexOf(array, value)
        
        Returns the index at which value can be found in the array,
        or -1 if value is not present in the array. Uses the native
        indexOf function unless it's missing.
      
_.indexOf([1, 2, 3], 2); => 1
        lastIndexOf_.lastIndexOf(array, value)
        
        Returns the index of the last occurrence of value in the array,
        or -1 if value is not present. Uses the native lastIndexOf
        function if possible.
      
_.lastIndexOf([1, 2, 3, 1, 2, 3], 2); => 4
        bind_.bind(function, context, [*arguments])
        
        Bind a function to a context object, meaning that whenever
        the function is called, the value of this will be the context.
        Optionally, bind arguments to the function to pre-fill them,
        also known as currying.
      
var func = function(greeting){ return greeting + ': ' + this.name };
func = _.bind(func, {name : 'moe'}, 'hi');
func();
=> 'hi: moe'
      
        bindAll_.bindAll(*methodNames, context)
        
        Binds a number of methods on the context object, specified by
        methodNames, to be run in the context of that object whenever they
        are invoked. Very handy for binding functions that are going to be used
        as event handlers, which would otherwise be invoked with a fairly useless
        this.
      
var buttonView = {
  label   : 'underscore',
  onClick : function(){ alert('clicked: ' + this.label); },
  onHover : function(){ console.log('hovering: ' + this.label); }
};
_.bindAll('onClick', 'onHover', buttonView);
jQuery('#underscore_button').bind('click', buttonView.onClick);
=> When the button is clicked, this.label will have the correct value...
      
        delay_.delay(function, wait, [*arguments])
        
        Much like setTimeout, invokes function after wait
        milliseconds. If you pass the optional arguments, they will be
        forwarded on to the function when it is invoked.
      
var log = _.bind(console.log, console); _.delay(log, 1000, 'logged later'); => 'logged later' // Appears after one second.
        defer_.defer(function)
        
        Defers invoking the function until the current call stack has cleared,
        similar to using setTimeout with a delay of 0. Useful for performing
        expensive computations or HTML rendering in chunks without blocking the UI thread
        from updating.
      
_.defer(function(){ alert('deferred'); });
// Returns from the function before the alert runs.
      
        wrap_.wrap(function, wrapper)
        
        Wraps the first function inside of the wrapper function,
        passing it as the first argument. This allows the wrapper to
        execute code before and after the function runs, adjust the arguments,
        and execute it conditionally.
      
var hello = function(name) { return "hello: " + name; };
hello = _.wrap(hello, function(func) {
  return "before, " + func("moe") + ", after";
});
hello();
=> 'before, hello: moe, after'
      
        compose_.compose(*functions)
        
        Returns the composition of a list of functions, where each function
        consumes the return value of the function that follows. In math terms,
        composing the functions f(), g(), and h() produces
        f(g(h())).
      
var greet    = function(name){ return "hi: " + name; };
var exclaim  = function(statement){ return statement + "!"; };
var welcome = _.compose(greet, exclaim);
welcome('moe');
=> 'hi: moe!'
      
        keys_.keys(object)
        
        Retrieve all the names of the object's properties.
      
_.keys({one : 1, two : 2, three : 3});
=> ["one", "two", "three"]
      
        values_.values(object)
        
        Return all of the values of the object's properties.
      
_.values({one : 1, two : 2, three : 3});
=> [1, 2, 3]
      
        extend_.extend(destination, source)
        
        Copy all of the properties in the source object over to the
        destination object.
      
_.extend({name : 'moe'}, {age : 50});
=> {name : 'moe', age : 50}
      
        clone_.clone(object)
        
        Create a shallow-copied clone of the object. Any nested objects
        or arrays will be copied by reference, not duplicated.
      
_.clone({name : 'moe'});
=> {name : 'moe'};
      
        isEqual_.isEqual(object, other)
        
        Performs an optimized deep comparison between the two objects, to determine
        if they should be considered equal.
      
var moe   = {name : 'moe', luckyNumbers : [13, 27, 34]};
var clone = {name : 'moe', luckyNumbers : [13, 27, 34]};
moe == clone;
=> false
_.isEqual(moe, clone);
=> true
      
        isEmpty_.isEmpty(object)
        
        Returns true if object contains no values.
      
_.isEmpty([1, 2, 3]);
=> false
_.isEmpty({});
=> true
      
        isElement_.isElement(object)
        
        Returns true if object is a DOM element.
      
_.isElement(jQuery('body')[0]);
=> true
      
        isArray_.isArray(object)
        
        Returns true if object is an Array.
      
(function(){ return _.isArray(arguments); })();
=> false
_.isArray([1,2,3]);
=> true
      
        isFunction_.isFunction(object)
        
        Returns true if object is a Function.
      
_.isFunction(alert); => true
        isString_.isString(object)
        
        Returns true if object is a String.
      
_.isFunction("moe");
=> true
      
        isNumber_.isNumber(object)
        
        Returns true if object is a Number.
      
_.isNumber(8.4 * 5); => true
        isUndefined_.isUndefined(variable)
        
        Returns true if variable is undefined.
      
_.isUndefined(window.missingVariable); => true
        noConflict_.noConflict()
        
        Give control of the "_" variable back to its previous owner. Returns
        a reference to the Underscore object.
      
var underscore = _.noConflict();
        identity_.identity(value)
        
        Returns the same value that is used as the argument. In math:
        f(x) = x
        This function looks useless, but is used throughout Underscore as
        a default iterator.
      
var moe = {name : 'moe'};
moe === _.identity(moe);
=> true
      
        breakLoop_.breakLoop()
        
        Breaks out of the current loop iteration. Similar to the break
        keyword in regular "for" loop, but works within an iterator function. 
        Uses the native StopIteration object in JavaScript 1.7 compliant
        browsers.
      
var result = null;
_.each([1, 2, 3], function(num) { 
  if ((result = num) == 2) _.breakLoop(); 
});
result;
=> 2
      
        uniqueId_.uniqueId([prefix])
        
        Generate a globally-unique id for client-side models or DOM elements
        that need one. If prefix is passed, the id will be appended to it.
      
_.uniqueId('contact_');
=> 'contact_104'
      
        functions_.functions([prefix])
        Alias: methods
        
        Returns a sorted list of the name of every function in Underscore.
      
_.functions(); => ["all", "any", "bind", "bindAll", "clone", "compact", "compose" ...
        template_.template(templateString, [context])
        
        Compiles JavaScript templates into functions that can be evaluated
        for rendering. Useful for rendering complicated bits of HTML from JSON
        data sources. Template functions can both interpolate variables, using
        <%= … %>, as well as execute arbitrary JavaScript code, with
        <% … %>. When you evaluate a template function, pass in a
        context object that has properties corresponding to the template's free
        variables. If you're writing a one-off, you can pass the context
        object as the second parameter to template in order to render
        immediately instead of returning a template function.
      
var compiled = _.template("hello: <%= name %>");
compiled({name : 'moe'});
=> "hello: moe"
var list = "<% _.each(people, function(name) { %> <li><%= name %></li> <% }); %>";
_.template(list, {people : ['moe', 'curly', 'larry']});
=> "<li>moe</li><li>curly</li><li>larry</li>"
      
        chain_(obj).chain()
        
        Returns a wrapped object. Calling methods on this object will continue
        to return wrapped objects until value is used. (
        A more realistic example.)
      
var stooges = [{name : 'curly', age : 25}, {name : 'moe', age : 21}, {name : 'larry', age : 23}];
var youngest = _(stooges).chain()
  .sortBy(function(stooge){ return stooge.age; })
  .map(function(stooge){ return stooge.name + ' is ' + stooge.age; })
  .first()
  .value();
=> "moe is 21"
      
        value_(obj).value()
        
        Extracts the value of a wrapped object.
      
_([1, 2, 3]).value(); => [1, 2, 3]
        0.4.5
        Added rest for Arrays and arguments objects, and aliased 
        first as head, and rest as tail,
        thanks to Luke Sutton's patches.
        Added tests ensuring that all Underscore Array functions also work on
        arguments objects.
      
        0.4.4
        Added isString, and isNumber, for consistency. Fixed
        _.isEqual(NaN, NaN) to return true (which is debatable). 
      
        0.4.3
        Started using the native StopIteration object in browsers that support it.
        Fixed Underscore setup for CommonJS environments.
      
        0.4.2
        Renamed the unwrapping function to value, for clarity.
      
        0.4.1
        Chained Underscore objects now support the Array prototype methods, so
        that you can perform the full range of operations on a wrapped array
        without having to break your chain. Added a breakLoop method
        to break in the middle of any Underscore iteration. Added an 
        isEmpty function that works on arrays and objects.
      
        0.4.0
        All Underscore functions can now be called in an object-oriented style,
        like so: _([1, 2, 3]).map(...);. Original patch provided by
        Marc-André Cournoyer.
        Wrapped objects can be chained through multiple
        method invocations. A functions method
        was added, providing a sorted list of all the functions in Underscore.
      
        0.3.3
        Added the JavaScript 1.8 function reduceRight. Aliased it
        as foldr, and aliased reduce as foldl.
      
        0.3.2
        Now runs on stock Rhino
        interpreters with: load("underscore.js").
        Added identity as a utility function.
      
        0.3.1
        All iterators are now passed in the original collection as their third
        argument, the same as JavaScript 1.6's forEach. Iterating over
        objects is now called with (value, key, collection), for details
        see _.each.
      
        0.3.0
        Added Dmitry Baranovskiy's
        comprehensive optimizations, merged in
        Kris Kowal's patches to make Underscore
        CommonJS and
        Narwhal compliant.
      
        0.2.0
        Added compose and lastIndexOf, renamed inject to
        reduce, added aliases for inject, filter,
        every, some, and forEach.
      
        0.1.1
        Added noConflict, so that the "Underscore" object can be assigned to
        other variables.
      
        0.1.0
        Initial release of Underscore.js.