RegEx for matching "A-Z, a-z, 0-9, _" and "."

Working from what you've given I'll assume you want to check that someone has NOT entered any letters other than the ones you've listed. For that to work you want to search for any characters other than those listed:

[^A-Za-z0-9_.]

And use that in a match in your code, something like:

if ( /[^A-Za-z0-9_.]/.match( your_input_string ) ) {
   alert( "you have entered invalid data" );
}

Hows that?

^[A-Za-z0-9_.]+$

From beginning until the end of the string, match one or more of these characters.

Edit:

Note that ^ and $ match the beginning and the end of a line. When multiline is enabled, this can mean that one line matches, but not the complete string.

Use \A for the beginning of the string, and \z for the end.

See for example: http://msdn.microsoft.com/en-us/library/h5181w5w(v=vs.110).aspx

You could simply use ^[\w.]+ to match A-Z, a-z, 0-9 and _