I know this is an old post, but hopefully somebody else Googling this will find it useful.
@jarlund – I’m also using the Underscores theme. I uncommented the line to add image thumbnail support, which added to the thumbnails to my posts and pages.
To add it to my custom post types, I added a field to the custom post type ‘supports’ array:
'supports' => array( 'title', 'editor', 'excerpt', 'author', 'thumbnail', 'custom-fields', 'comments', 'revisions', 'page-attributes' )
Notice the new field ‘thumbnail’? I believe that fixed it.