Probably the best site for browser compatibility information is CanIUse. Here's the section on history.
Summary - IE9: no, IE10: yes (as of platform preview 3)
The first Release Candidate of IE9 (released 10th Feb 2011) does not support history.pushState or history.replaceState. Generally no new features are added after a product gets to RC stage so it is very unlikely that the final IE9 will support these methods.
Microsoft have a good overview for developers of the features IE9 does have.
Update: Internet Explorer 9 was launched (on 14th March 2011) and definitely does not support history.pushState()
or history.replaceState()
.
Update 2: The current platform preview of IE10 still does not support pushState / replaceState.
Update 3: Platform Preview 3 of IE10 supports the history API! Details
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