Link Summary

closures explained
http://blog.morrisjohns.com/javascript_closures_for_dummies

Microsoft advices
http://msdn2.microsoft.com/en-us/library/bb250448.aspx

Closures and circular references explained
http://www.codeproject.com/jscript/LeakPatterns.asp?df=100&forumid=233190&exp=0&select=1554291

closurse examples
http://jibbering.com/faq/faq_notes/closures.html

to be tested if a real fix
http://ecmascript.stchur.com/2007/05/16/ie-innerhtml-memory-leak/

Leak example
http://www.bazon.net/mishoo/articles.epl?art_id=824

Gargabe doesn't really work
http://outofhanwell.com/ieleak/index.php?title=Fixing_Leaks

in deep explained
http://blog.metawrap.com/blog/IEClosuresLeaks.aspx

DOM <> innerHTML
http://www.quirksmode.org/dom/innerhtml.html
http://laurens.vd.oever.nl/weblog/items2005/closures/

Leaks
http://www.quirksmode.org/blog/archives/2005/10/creating_memory.html

DOM Solution
http://slayeroffice.com/articles/innerHTML_alternatives/

HTML / DOM cleanup
http://joshdavis.wordpress.com/2007/04/23/more-javascript-event-listener-memory-leak-prevention/

Why XHTTPRequest leaks
http://isaacschlueter.com/2006/10/msie-memory-leaks/

overhead
http://www.zanthan.com/itymbi/archives/002257.html

HTML / DOM cleanup
http://blog.josh-davis.org/2007/04/23/more-javascript-event-listener-memory-leak-prevention/

Drip / IESieve download
http://home.wanadoo.nl/jsrosman/

The link summary may contain some solutions or fixes that are useless to solve  the memory leak of IE. There are a lot of workarounds published on the web, that will help you nothing at all.