It works in IE and Edge but only if there is hardware support. It's also reported to work in Android browser and Chrome for Android on some devices that have hardware support.

Source: https://caniuse.com/#feat=hevc

n.b. If you strive to use h.265 to embed better quality video in your web content you should also consider transcoding and including webm: http://caniuse.com/webm/embed/. Support is flaky as well, but will absolutely improve rapidly as chip manufacturers are increasingly including hardware acceleration for both standards (HEVC and VP9)