import os
path  = os.getcwd()
directory_1_level = os.listdir(path)

for directory in directory_1_level:

    if os.path.isdir(directory):

        filenames = os.listdir(directory)

        for filename in filenames:
            os.rename(os.path.join(directory, filename), os.path.join(directory, filename.replace(' ', '_')))