The following snippet tells everything...
$ echo 'console.log "hi"' > /tmp/hello-world.coffee
$ echo 'console.log "hi"' > /tmp/hello_world.coffee
$ coffee -r /tmp/hello_world.coffee -e 'console.log("eval")'
hi
eval
$ coffee -r /tmp/hello-world.coffee -e 'console.log("eval")'
ReferenceError: hello is not defined