When using Select2, filling a select box, and not seeing any result, chances are that you’re querying a different server, which requires CORS, which in turn isn’t supported by Internet Explorer (9.0 and below).

Using the jQuery-ajaxTransport-XDomainRequest plugin fixes the problem.
Explanations are in the README.

(this problem is of course not specific to Select2, but given the layers of code/libs between the developer and the creation oFJthe XHR object inside jQuery’s ajax() function, one might forget this detail like I did)