str.replace(/\s/g,'')
Works for me.
jQuery.trim
has the following hack for IE, although I'm not sure what versions it affects:
// Check if a string has a non-whitespace character in it
rnotwhite = /\S/
// IE doesn't match non-breaking spaces with \s
if ( rnotwhite.test( "\xA0" ) ) {
trimLeft = /^[\s\xA0]+/;
trimRight = /[\s\xA0]+$/;
}