Yes, according to Google, word separators in URLs have a tiny influence on rankings:

“We recommend that you use hyphens (-) instead of underscores (_) in your URLs.” source

In the past, Matt Cutt’s suggested using hyphens in URLs, and there’s an interesting story behind underscores in URLs:

“if you are going to make a site and you’re starting fresh, so you’ve got blank slate to work with, I would probably go ahead and go with dashes, and I would continue to go with dashes at least for the foreseeable future” 2011 source