Looking at your comments from the original question, I would recommend using the iframes method for IE and polling for other browsers.
Check out Real Simple History if you are looking for a library that handles this specifically and you want a basis to help roll your own.
If you are just looking for the functionality of keeping your page's state in an Ajax UI, dojo supports this with the dojo.hash() shim. This method creates the onhashchange event for browsers that do not support it and manages the state of your back button. It uses a mix of polling and iframes depending on the browser (iFrames are used specifically in IE versions < 8).