If you have a URL such as http://domainname/page/info1-info2 dashes (-) are then translated by google as spaces so the above "info1-info2" becomes "info1  info2" however if you are using "info1_info2" it translates to "info1info2".

So if you are deciding on the URL scheme it is better to use dash rather than underscores however as per Matt in this video it is not worth the effort to change the existing urls which have underscores to dashes.