You don't even need to call _.chain or value – underscore already does this automatically. You can also write it like so, if you like:

  var newArray = _(array).filter(function(item) {
        return item % 2;
    }).map(function(item) {
        return item + 1;
    });

Personally, I find this quite readable. And honestly, my comment was more about comparing CoffeeScript to its compiled JavaScript output, as is done in the slides. The compiled output is incredibly verbose and gives the false impression that JavaScript is always complicated.