There should be underlayment installed on most roofs that I inspect. And if it's readily visible, we'll take a look at the underlayment.
It should be at least a single layer of 15-pound asphalt-saturated felt. Low-slope roofs should have at least two underlayment layers. If ice-dam flashing at overhanging eaves is needed or present, there should be additional measures taken and particular underlayment materials applied. The number of underlayment layers and the installation of underlayment are difficult to observe during a home inspection and would only need to be investigated if water intrusion occurs.