TLabelframe does not list 'label' as a child, but TLabelframe.label does return a list of elements including -font. ttk.Style().configure('TLabelframe.label', font='fontname') does not change the font used, but using 'TLabelframe.Label' instead does work (note uppercase 'L').
For TButton which lists label as a child, TButton.label (or .Label) does not change the font, while TButton alone does.. TCheckbutton is the same.
For TEntry, I could not find any value that worked to change the font. I tried with and without .label/.Label, with .textarea/Textarea, and both in combination.
I am testing on OSX and Windows using Python 2.7.2, and Tcl/Tk 8.5.11.
The font for ttk::entry widgets must be set on the widget itself; this will override any font specified in the style database. Consequently it is not possible to change the font of a ttk::entry widget using the style database.
Also: the label for ttk::labelframe widgets is controlled by the "Label" sublayout, not by the primary layout. This accounts for the difference wrt. ttk::labelframe vs ttk::button noted above.