The myth of lower caffeine espresso comes comes from the fact that the darker roast beans used for espresso do have less caffeine than regularly roasted beans as roasting is supposed to break up or sublimate the caffeine in the beans (I have read this quote on research articles, but found no scientific studies supporting it. Anybody out there?). But espresso is prepared using pressurized water through significant twice as much grounds as regular drip coffee, resulting in a higher percentage of caffeine per millilitre.

Here's the caffeine content of Drip/Espresso/Brewed Coffee:

Drip            115-175
Espresso        100 1 serving (1.5-2oz)
Brewed          80-135