Uninsured motorist coverage varies from state to state. If you don't have uninsured/underinsured coverage and you get hit by someone whose policy limits won’t cover all of your expenses, you’ll want to assess the situation to determine if it’s worth filing a claim for the remaining balance.
If you have uninsured/underinsured coverage and get hit by someone who doesn’t have adequate coverage or has no insurance at all, you’ll definitely want to file a claim with your insurance.