If we're counting only programming languages (and not fill-out forms), Prolog had it in 1971, before ML. ASCII didn't include _ until its 1963 draft, so it's probably somewhere in that time.
I'll guess it's probably Prolog, but maybe Planner (Prolog's predecessor) had it too.
I'll guess it's probably Prolog, but maybe Planner (Prolog's predecessor) had it too.