if you;re local in IE9, localStorage won't work. you have dom storage behaviors, and that's it. You can however read and write files by renaming the html file to .hta. I actually had an app that saved a json blob inside it's own hta file: to save it would load itself, split the file apart at the json section, sandwich in the new json stringification, and save the hta file over itself. A little different i realize, but it did the job i needed it too.
(2013/5) HTML5:90.2% MOB:14% IE7:0.5% IE8:8.6% IE9:9.8% IE10:10%