Opera does it by default.
Firefox can do it, but is disabled by default.
IE can't do it.
Quote:
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Opera pipelines by default - and uses heuristics to control the level of pipelining employed depending on the server Opera is connected to. In Firefox, pipelining is OFF by default and needs to be turned on (see about:config[1]), Firefox also uses some heuristics, especially to turn pipelining OFF for IIS servers. IE doesn't pipeline at all.
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Source:
Opera Browser Wiki :: The HTTP/1.1 Protocol