makeNestedObject.js

var makeNestedObject = function(key, value, pattern){
    var items = key.split(pattern).reverse();
    var obj = value;
    for(var i=0;i<items.length;i++){
        var newObj = {};
        newObj[items[i]] = obj;
        obj = newObj;
    }
    return obj;
};

var obj = makeNestedObject('key1_key2_key3_key4', 'value', '_');
/**
 * out: {"key1":{"key2":{"key3":{"key4":"value"}}}}
 */