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Pro Wide variety of useful utility functions
Underscore comes with not just all the usual functional suspects, but all the tools you'll need to go back-and-forth between Object Oriented and Functional paradigms - dynamically create objects from lists and vice-versa, pull data from object fields, bind 'this', partially apply, chain functions, and more.
Pro Widely used
Underscore's popularity means that it's battle-hardened and ready for production use.