Things to check first

• Do you deliver fonts in a format that the target IE version understands?
• Did you double-check your @font-face declarations with all the hacky syntax that is required? Compare them with other declarations you find on the web.
• Are all webfont versions delivered with the correct mime type?
• Does the customer have a locally installed font with the same name? This usually leads to trouble, but there are workarounds.
• Do IE's security settings prevent the download of webfonts? (see below)

IE Security Settings can prevent font download

I had a case where the customer's IE11 would not render webfonts. It was only the customer's computer (no one else's), and only IE (Firefox worked fine). Additionally, the customer's own website that was using the same webfont files looked well—still my project did not.

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The reason was IE security settings. In the "Internet Options" in the "Security" tab, there's a slider to set a security level. When set to "high", IE won't load webfonts. These settings can be customized via the "Customize" button; there's an option to (not) "Download remote fonts".

The customer's own page did render fine because it was marked as "Trusted Site" by the company's sysadmin.

Boom. I hope you'll never need to know this.