Technically, it does work on objects, but you need to be careful of reference equality.
var jake = {'id': 1, 'name': 'jake' },
jenny = {'id':4, 'name': 'jenny'},
nick = {'id': 9, 'name': 'nick'};
var a = [jake, jenny]
var b = [jake, nick];
_.intersection(a, b);
// is
[jake]