Many shingles manufacturers do not require that shingle underlayment be used under their shingles for the standard shingle warranty coverage to be in effect on slopes of 4/12 and more. However, when we look at the performance of the roof system a as whole, underlayment has a legitimate role to play.
Underlayment is considered to be an important component in the CSA (Canadian Standards Assocation) and the UL (Underwriters Laboratories Inc.®) as fire resistance classification. It can provide back-up protection in case of a shingle blow-off, and during the installation of the shingles it can keep the unshingled decking dry. For these reasons, and also because many contractors will say that they and their customers believe it is an important part of the roof system, most, if not all, shingle manufacturers agree.
Typically, underlayment is required when applying for extended warranties or when roof system installations are performed by roofing contractors who have received a manufacturers seal of approval as a quality contractor.