FULL PRODUCT VERSION :
1.7.0_51

ADDITIONAL OS VERSION INFORMATION :
Windows XP 32bit v5.1.2600
(but reported bug is OS-independent, i guess)

A DESCRIPTION OF THE PROBLEM :
Integer.parseInt() method (other similar methods could also be affected) throws a NumberFormatException if a string to be parsed contains underline characters, although Java 7 specification allows underscores in numerical literals:
http://docs.oracle.com/javase/7/docs/technotes/guides/language/underscores-literals.html

The official documentation also does NOT talk about, such prohibits underlines/underscores: http://docs.oracle.com/javase/7/docs/api/java/lang/Integer.html#parseInt%28java.lang.String%29

Bug originally reported, so credit goes to Mr. Ivor Horton: published in Ivor Horton's Beginning Java - Java 7 edition (in Chapter 5: Defining Classes, Page 202, grey WARNING messagebox)

REGRESSION. Last worked in version 7u51

ADDITIONAL REGRESSION INFORMATION:
1.7.0_51

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
Compile and run the enclosed source code, but it's an obvious and understandable problem, no need for further examples.

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
i:10000 , j:10000
i:10000 , j:10000
ACTUAL -
i:10000 , j:10000
Exception in thread "main" java.lang.NuberFormatException: For input string: "10_000"
...

ERROR MESSAGES/STACK TRACES THAT OCCUR :
Exception in thread "main" java.lang.NuberFormatException: For input string: "10_000"

REPRODUCIBILITY :
This bug can be reproduced always.

---------- BEGIN SOURCE ----------
public class TryInt {
public static void main(String[] args) {
int i = 10000;
int j = 10_000;
System.out.println("i:" + i + " , j:" + j); // outputs: i:10000 , j:10000

i = Integer.parseInt("10000");
j = Integer.parseInt("10_000");
System.out.println("i:" + i + " , j:" + j); // Exception in thread "main" java.lang.NuberFormatException: For input string: "10_000"
}
}
---------- END SOURCE ----------

CUSTOMER SUBMITTED WORKAROUND :
write a method to remove underlines:
str.replace("_", "");
str.replaceAll("_", "");