Here you can find Tracking Protection Lists for Internet Explorer 9 (and above) based on Adblock Plus EasyList filter subscriptions.

Fanboy now officially serves TPLs as well (some claim it works better in IE than AdBlock), they could be found here.

Note from EasyList forums: "Although all element hiding rules and those with most options will be rejected, meaning that DoubleClick adverts, for example, will not be blocked, the list should otherwise generally work. However, I should emphasise that we do not officially support TPLs other than EasyPrivacy due to these constraints."