So you have variable named COUNTY that contains values like 'Kit_Carson'?
You can use the TRANSLATE() function to replace characters with other characters.
data want;
set have;
county=translate(county,' ','_');
run;
I am not sure how PROC TRANSPOSE is supposed to help you. If you have multiple COUNTY variables then use an ARRAY.
data want;
set have;
array vars county: ;
do over vars;
vars=translate(vars,' ','_');
end;
run;