According to Python doc, the special identifier _ is used in the interactive interpreter to store the result of the last evaluation.
Example:
>>> list(range(10))
[0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
>>> my_list = _
>>> my_list
[0, 1, 2, 3, 4, 5, 6, 7, 8, 9]