$.validator.addMethod(\'AZ09_\', function (value) { return /^[a-zA-Z0-9.-_]+$/.test(value); }, \'Only letters, numbers, and _-. are allowed\');
Escaping using \- should be fine, but you can also try putting it at the beginning or the end of the character class. This should work for you:
\-
/^[a-zA-Z0-9._-]+$/