Regular expression dilemma

I'm trying for a few hours to write a pattern for some matching algorithm and I can't manage to find something for the following issue: given the example "my_name_is", I need to extract all words individually, as well as the whole expression. Consider that it may be a list of n examples, some that can be matched, some that cannot be matched.

"my_name_is" => ["my", "name", "is", "my_name_is"]

How can I do this, how should the regexp look like? Looking forward for your answers, thank you!