_ only works with numbers?

[drakeguan]

map('%d' % _, range(10))
TypeError: %d format: a number is required, not _Callable

[microamp]

Not really an answer to your question, but you can do this intead.

map(str, range(10))

[Digenis]

It works only for objects whose __mod__ raises NotImplemented on the right operand
or objects that don't define it at all. In both cases, objects need to have different types.

Perhaps the documentation needs a notice, asking the user to understand
what python calls the Data model in order to avoid such pitfalls

For your question, you can always pass a prepared 'format string, eg {0:d}'.format to map()