Label doesn't display "_" character

_ is used in WPF to signal an access key, i.e. a key you can press with Alt to give focus or invoke an UI element. This is similar to how & is used in the Windows API and Windows Forms. Since labels are intended to be used as the label for another control (to describe a text box, for example), this is pretty much expected. You should see the a in your example underlined when you press Alt.

From the documentation:

To set the access key, add an underscore before the character that should be the access key. If your content has multiple underscore characters, only the first one is converted into an access key; the other underscores appear as normal text. If the underscore that you want converted to the access key is not the first underscore, use two consecutive underscores for any underscores that precede the one that you want to convert. For example, the following code contains an access key and displays as _HelloWorld:

<Label>__Hello_World</Label> 

Because the underscore that precedes H is a double, the W key registers as the access key.

I guess if you neither require nor want the features Label provides, you may use a TextBlock.

Joey is right! Use

<TextBlock>L_abel</TextBlock>

and all your underscores will be displayed!

In WPF there is an attribute called RecognizesAccessKey, try to change it to false. If you use RadioButton be aware that there is also label behind, and in the RadioButton template to disable access key recognition you must set RecognizesAccessKey="False" on template ContentPresenter. Then this is disabled, or label is replaced with something else I don't remember now.