As previously stated there are two different problems: 1) IE8 doesn't support media queries 2) respond.js used in conjunction with cross-domain css files must be included as described before.
If you want to use BootstrapCDN here's a working example:
<link rel="stylesheet" href="//netdna.bootstrapcdn.com/bootstrap/3.0.3/css/bootstrap.min.css">
<!--[if lt IE 9]>
<link href="//netdna.bootstrapcdn.com/respond-proxy.html" id="respond-proxy" rel="respond-proxy" />
<link href="img/ie/respond.proxy.gif" id="respond-redirect" rel="respond-redirect" />
<script src="js/ie/html5shiv.js"></script>
<script src="js/ie/respond.min.js"></script>
<script src="js/ie/respond.proxy.js"></script>
<![endif]-->
Also make sure to copy respond.proxy.gif, respond.min.js and response.proxy.js in local directories