I agree that it's not worth worrying about this (although I also agree that hyphens are preferable because they are easier for users to read).
And there's another point. Morrile, you say that these are downloadable files. In that case, does it really matter how Google treats it? If someone is searching for a download of Gone with the Wind, you want Google to show them the page on your site from which they can download it - not the file itself.
I don't know about you, but I would hesitate to click on a Google search result that caused an immediate download. I'd at least want to know where I was downloading it from. For that reason, I'd prefer Google to direct me to the hosting page, not the actual file. In fact, I'm not even sure Google would show the file itself in its search results. If that's right, there's even less reason to worry about hyphens vs underscores.
(By the way, I'm sure you're just citing Gone with the Wind as an example, and you're not really offering it for download, given that it's still in copyright.)