http://www.squarefree.com/2008/07/04/new-security-features-in-ie8/
Some are old, some are new.
* IE8 Security Part I: DEP/NX Memory Protection
* IE8 Security Part II: ActiveX Improvements
* IE8 Security Part III: SmartScreen® Filter
* IE8 Security Part IV: The XSS Filter
* IE8 Security Part V: Comprehensive Protection
Some are old, some are new.