merge two arrays of keys and values to an object using underscore

I know you asked for Underscore.js solutions, but you don't need it for this. Here's a oneliner using ES7 object spread operator and dynamic keys.

keys.reduce((obj, k, i) => ({...obj, [k]: values[i] }), {})

Using ES6:

let numbers = [1, 2, 3],
    names = ["John", "Mike", "Colin"];

let a = Object.assign({}, ...numbers.map((n, index) => ({[n]: names[index]})))

console.log(a);