This problem is in IE8 and not in Firefox.
My first problem was that IE8 don't support JSON natively and I get the "JSON is undefined". I solved this by including json2 or json3.
Now JSON.parse (both json2 and json3) throws an exception on proj4.js because of a syntax error.
The projection (from the Danish Geodata Agency) used in leaflet is as follow:
var crs = new L.Proj.CRS.TMS('EPSG:25832',
'+proj=utm +zone=32 +ellps=GRS80 +units=m +no_defs',
[120000, 5900000, 1000000, 6500000],
{resolutions: [1638.4, (...), 0.2, 0.1]
});
I have removed some of the values from {resolutions}.