Can (domain name) subdomains have an underscore "_" in it?

Most answers given here are false. It is perfectly legal to have an underscore in a domain name. Let me quote the standard, RFC 2181, section 11, "Name syntax":

The DNS itself places only one restriction on the particular labels that can be used to identify resource records. That one restriction relates to the length of the label and the full name. [...] Implementations of the DNS protocols must not place any restrictions on the labels that can be used. In particular, DNS servers must not refuse to serve a zone because it contains labels that might not be acceptable to some DNS client programs.

See also the original DNS specification, RFC 1034, section 3.5 "Preferred name syntax" but read it carefully.

Domains with underscores are very common in the wild. Check _jabber._tcp.gmail.com or _sip._udp.apnic.net.

Other RFC mentioned here deal with different things. The original question was for domain names. If the question is for host names (or for URLs, which include a host name), then this is different, the relevant standard is RFC 1123, section 2.1 "Host Names and Numbers" which limits host names to letters-digits-hyphen.

Recently the CAB-forum (*) decided that

All certificates containing an underscore character in any dNSName entry and having a validity period of more than 30 days MUST be revoked prior to January 15, 2019. https://cabforum.org/2018/11/12/ballot-sc-12-sunset-of-underscores-in-dnsnames/

This means that you are no longer allowed to use underscores in domains that will have a ssl/tls certificate.

(*) The Certification Authority Browser Forum (CA/Browser Forum) is a voluntary gathering of leading Certificate Issuers (as defined in Section 2.1(a)(1) and (2) below) and vendors of Internet browser software and other applications that use certificates (Certificate Consumers, as defined in Section 2.1(a)(3) below).

Here my 2 cents from Java world:

From a Spark Scala console, with Java 8:

scala> new java.net.URI("spark://spark_master").getHost
res10: String = null

scala> new java.net.URI("spark://spark-master").getHost
res11: String = spark-master

scala> new java.net.URI("spark://spark_master.google.fr").getHost
res12: String = null

scala> new java.net.URI("spark://spark.master.google.fr").getHost
res13: String = spark.master.google.fr

scala> new java.net.URI("spark://spark-master.google.fr:3434").getHost
res14: String = spark-master.google.fr

scala> new java.net.URI("spark://spark-master.goo_gle.fr:3434").getHost
res15: String = null

It's definitely a bad idea ^^

Individual TLD's can place their own rules & restrictions on domains names as they see fit, such as to accomodate local languages.

For example, according to the CIRA, Canada's .ca domain names are allowed:

• Letters a through z, and the following accented characters: é ë ê è â à æ ô œ ù û ü ç î ï ÿ. Note that Domain Names are not case sensitive. This means there will be no distinction made between upper case letters and lower case letters (A = a);

• The numbers 0123456789, and

• The hyphen character ("-) (although it cannot be used to start or end a Domain Name).

The maximum length is 63 characters, except each accented character reduces that limit by 4 characters.

(Source)

_{Incidentally, this allows for around 4 Quadragintillion domain name possibilities (not counting sub-domains) for dot-ca domains.}

Regardless of the host name vs domain name discussion, it is definately a very bad idea to use underscores in the host part of a url. It will cause you grief. It may well work in a browser, but in one case I ran into recently an app refused to make a tls connection with a perfectly valid wildcard certificate for *.s3. amazonaws.com because the wildcard host name part had an underscore in it and would not validate. I believe the underlying library used openssl.

As of 2022, there are websites appearing on Google search whose subdomains contain underscores.

No, you can't use underscore in subdomain but hypen (dash). i.e my-subdomain.agahost.com is acceptable and my_subdomain.agahost.com would not be acceptable.

Just created local project (with vagrant) and it was working perfectly when accessed over ip address. Then I added some_name.test to hosts file and tried accessing it that way, but I was getting "bad request - 400" all the time. Wasted hours until I figured out that just changing domain name to some-name.test solves the problem. So at least locally on Mac OS it's not working.