Apart from words derived from Australian Aboriginal languages, are there any words in English that are written at least some of the time with individual letters being underlined for pronunciation reasons, like "Uluṟu"? (I'm not sure whether "Uluṟu" counts as an English word, FWIW)
English does not use underlines to guide pronunciation. The only marking (that I've ever seen) on a letter for that purpose is a diëresis — two ¨ dots over a vowel — to indicate a break between syllables. This marking is purely optional and not part of an alternate spelling. Thus, diëresis itself is officially spelled dieresis and pronounced like dye-e-resis rather than dye-resis.
dieresis 1. A mark (¨) placed over a vowel to indicate that it is sounded in a separate syllable, as in naïve, Brontë – oxforddictionaries.com
In the example above, the two dots of the dieresis in naïve replace the single dot of the i.
A dieresis is not an accent mark, such as that over each e in résumé, which represents an alternate spelling in deference to a word's native language.
Wikipedia (using an alternate spelling, diaeresis) goes on to note the difference between a dieresis and it's lookalike, an umlaut:
The diaeresis and the umlaut are diacritics marking two distinct phonological phenomena. The diaeresis represents the phenomenon also known as diaeresis or hiatus in which a vowel letter is not pronounced as part of a digraph or diphthong. The umlaut, in contrast, indicates a sound shift. These two diacritics originated separately; the diaeresis is considerably older.
While not a guide to pronunciation, in the past abbreviations have sometimes been indicated with underlined superior (superscript) text. The ones that survived the longest are probably:
- Number (numero): No̲ (still used occasionally, has its own Unicode character: №)
- Company: Co̲ (still seen in a few company logos)
- Cardinals: 1s̲t̲, 2n̲d̲, 3r̲d̲, etc.
I seem to remember seeing titles (Mr̲, Mr̲s̲, etc) like this as well, but that was many years ago.