Most answers to the question "When will browser X support HTML5 feature Y?" are answered by When Can I Use. In addition to list past, current and future support each item also generally has links to relevant news.
Update:
Microsoft has been actively participating in the IETF HyBi working group (WebSockets protocol) and also participating in W3C work on the WebSockets API. The IE 10 preview release has WebSocket support built-in so it looks very likely that we will soon see a official release version of IE with WebSockets.
WebGL in IE still looks pretty uncertain. Microsoft claims fundamental security issues with the design of WebGL, but I suspect it has more to do with the fact that Microsoft has a vested interest in promoting their own DirectX framework rather than OpenGL (which is what WebGL is based on).
