I am in the same physical office, on the same physical network, same subnet, etc...
I can ping the server by internal and external IP addresses, but I can only connect with mstsc /v:server_name if I connect to the VPN first. I also cannot find the domain controller when attempting to add a machine to the domain without first connecting to the VPN.
This is fine, except I can't log in without first connecting to the VPN either. Not so fine.
Server 2003 R2 and XP Pro