IE 8 (on Win 7 64 bit) can get the fav icon (the tiny icon to the left of the address and which will show to the left of the bookmark if you add that link to the link bar of IE 8).
For example, the Wikipedia, Answers.com, and Facebook favicon can all be obtained, but it just cannot get the one for Restaurant City http://apps.facebook.com/restaurantcity no matter how I tried. (it happened on 2 machines) Chrome and FF both can get it. Is there a way I can make IE 8 get it too?