Girl lifters, what does your leg day look like?

The weight I lift gets heavier with each set. Leg day usually looks something like this:

Barbell squats 3 sets 8-10 reps
Deadlift 3 sets 8-10 reps
Leg press 3x10
Calf raises 3x20
One-legged weighted lunges 3x10
leg extensions 3x10
leg curls 3x10

I'll throw in a superset here or there for the challenge.

If you are underweight and trying to gain a modest degree of muscle mass, progressive training is just one part of the equation. Even with heavy lifting, you aren't going to gain any appreciable amount of muscle without a calorie surplus and adequate protein intake. Are you assuming a surplus at the moment? If so, do you know how much above your maintenance? A good start would be about 250 calories above which likely would garner a half lb gain of body weight per week: 1 lb of lean mass to 1 lb of fat mass per month. If you have good genetics, you may be able to add more calories to lean mass than fat.

It looks like you're doing an upper/lower split of some kind. A split is more appropriate for someone who has been lifting for a while - it's a trick for getting extra rest between workouts, which new lifters don't usually need.

You should start with a full body beginner routine, like all pro beginner, Stronglifts 5x5, Starting Strength, or New Rules of Lifting. Pick one and follow it to the letter.

With those routines, you'll be working out 3 days a week, hitting every body part every other day, with a rest day between. After several months, you'll be lifting considerably more weight, and you'll eventually get to the point where you need more than two full days of rest between workouts (you'll know it when you get there!). That is when you move to a split.

Be prepared to eat like a horse.

ETA: This is my typical leg day. Still change it every now and then.

Looks like Jay Cutler's leg day.

This is what my leg day currently looks like. I am always upping weight. I tend to do a pyramid for squats and deadlifts.

Squats:
empty bar (45lbs) x10
65x10
95x8
115x5
120x5
95x5x3

Sumo Deadlifts:
95x10
115x8
125x8
135x5
140x5
95x10

R. deadlifts
95x10
115x8
125x8
135x5
140x5
95x10

Smith machine lunges:
75x12x3

good AM:
45x12x3

cable kick backs: ( foot in the stirrup)
25x12x3

hip thrusts:
115x12x4

hack squat:
65x12x3

leg prone:
90x12x3

dumbell lunge squats:
50x12x3

dumbbell sumo squat:
25x12x3

front squat:
35x10x3

Leg press:
180x12x4

I lift with my husband and his boss in his basement. He has a better set up than the local gym. This is what we do on leg day:

15 minutes of cardio to warm up
Barbell squats- 3 sets of 12-18 (I can't go too heavy yet because my knees hurt so bad so I'm doing higher reps right now)
Deadlifts, sometimes straight leg deadlifts - 3 sets of 10-12
Vertical leg press - 3 sets of 10-12
Calf raise on vertical leg press - to failure, holding 3 seconds at top and bottom
Hack squats - 3 sets of 10-12
Leg press on the hack squat machine - 3 sets of 10-12

Sometimes we throw in reverse hack squats, seated calf raises, standing calf raises, good mornings, lunges, etc., but the above is basically what we do. We all have different rep/weight ranges, of course. My goals right now are to lose fat while maintaining as much muscle as possible. I also want to keep my thighs and butt thick.

As others have mentioned, look into Starting Strength or Stronglifts 5x5. Do one of those, and eat 500 cals a day over maintenance.

I'm doing legs/chest on same day, 2x/week

Barbell squat--3 sets at working weight (plus two warm ups)
Bench press
Dumbbell step-ups (M) or lunges (F)
Stiff leg Deadlift
Incline bench press
Push-ups
Ball hamstring rollout
Jump squats/burpees to finish

I do deadlifts on my back day