Replace with regular expressions... how to capitalize words?

What are you trying to accompish? Do you need to rename a file, or insert some code (via file or live template) that would use a capitalized file name?

I explained what I'm trying to accomplish... change text in a file like `hello_there` to `Hello There`.

So far I open the Find/Replace box (Cmd+R), like this:

But that of course just changes it to `hello there`.

Do you know how to make $1 and $2 capitalize the words?

You can use \u that causes next character to output in uppercase. It's documented in https://www.jetbrains.com/help/phpstorm/regular-expression-syntax-reference.html:

Thanks I'll try that, but the link says 404 Uh Oh, I think because it has a colon at the end.

I searched for "capitalize" on that page (as opposed to "case"), which is why I didn't find the `\u` option.