In a recent project we had a test server with an internal DNS name (something like portal_uat and portal_test). Forms authentication is enabled and it works fine in Chrome and FireFox, but Internet Explorer did not get pass the authentication page because the cookie was not set.
It appeared that our DNS name contained a underscore and this is not a valid DNS name. Changing this by getting rid of the underscore fixed our issue. As always, the specs are important :-)