On OS X, ttk.Style().configure('TLabelframe.label', font='helvetica 14 bold') works to change the font used by the ttk.LabelFrame widget.  On Windows, ttk.Style().configure('TLabelframe.label', font='arial 14 bold') has no effect other than returning the same font info to ttk.Style().lookup('TLabelframe.label','font').  
I've tried different font names and formats, creating a derived style, using TkDefaultFont and just changing the size, and different widgets (TButton.label, TCheckbutton.label).  So far, no matter what I've tried, it always appears to use TkDefaultFont in the default size.
Changing the font setting in python27/tcl/tk8.5/ttk/xpTheme.tcl (the default theme on windows) does change the font being displayed.  Removing the -font TkDefaultFont setting from the theme settings does not change what is displayed.
Any suggestions as to how this actually works?
Edit: I hadn't tried changing the font for the Label widget before, and that one actually works.
I believe the code in this area is buggy and will open a ticket.  Using 'TLableframe.Label' (note uppercase 'L' in 'Label' works.  'TButton.label' and 'TButton.Label' don't work, but just 'TButton' does; 'TCheckbutton' is the same.  I was unable to change the fonts for 'TEntry' with any combination, including adding 'textarea.'
How to changes fonts using ttk themed widgets in windows