A for loop seems like a weird choice for "idiomatic underscore.js".

  _.each(_.range(1, 100), function (i) {
    console.log(
      _.chain(["Fizz", "Buzz"])
      .zip(_.map([3, 5], function(n) { return i%n;}))
      .where({"1": 0})
      .pluck(0)
      .value().join("")
    || i);
  });