Recently I had an issue where IE11 did not want to track cookies turning IE11 into a Cookieless Browser. I learned quickly this is the default behaviour of the browser unless you uncheck a no-tracking option during its setup. You know that you have an issue when you have a url that has hash like injection in it after a user signs in. Since you cannot force your users to turn off the no-tracking option, here is a way I got around it for sites with logins.
In the code below, the key is cookieless=”UseCookies”
<authentication mode="Forms">
<forms name=".AUTH" cookieless="UseCookies" loginUrl="/" timeout="10000" path="/" />
</authentication>