According to this thread, there are problems in Internet Explorer when zooming in very far on vector layers with a data extent much larger than the visible extent.
This can be avoided if only features inside the the visible extent are painted.
The drawback of this method is that this requires the bounds of each geometry to be calculated, which is very slow in IE.
Attached is a fix for lib/Renderer/Renderer.js. The patch also contains an example (tests/manual/vector-features-performance.html) which shows performance of this on the Firebug console, compared to the way things are done in trunk.
I would not recommend to put this into trunk. This issue can be avoided by using techniques like WFS (with a bbox strategy) to add vector features to a map, where only features for the visible extent are requested from the server.