I did look at underscore when figuring out how to design the library, along with many JS LINQ variants (http://ianobermiller.com/blog/2012/09/19/linq-for-javascript...).
It should be pretty straightforward to provide Underscore bindings for TypeScript.
One big difference in the library I was working on is that it is lazy, and modeled after .NETs IEnumerable. Whether this is a good thing or not, I'm not yet sure.