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I used Migration Assistant / Setup Assistant to copy everything from an old Mac to a new one, both running 10.8.4. My VPN connection uses the built-in OpenVPN client, via the Network pane in System Preferences.

The VPN worked before the migration, but after migration it just spins on "Connecting..." for a while before reporting:

The negotiation with the VPN server failed. Verify the server address and try reconnecting.

I can still ping the VPN server, though.

In Console I see these messages, with some information redacted.

2013-06-18 1:10:33.202 PM configd[20]: IPSec connecting to server vpnhost.example.net
2013-06-18 1:10:33.202 PM configd[20]: SCNC: start, triggered by SystemUIServer, type IPSec, status 0
2013-06-18 1:10:33.325 PM configd[20]: IPSec Phase1 starting.
2013-06-18 1:10:33.367 PM racoon[55678]: IPSec connecting to server 1.2.3.4
2013-06-18 1:10:33.367 PM racoon[55678]: Connecting.
2013-06-18 1:10:33.367 PM racoon[55678]: IPSec Phase1 started (Initiated by me).
2013-06-18 1:10:33.372 PM racoon[55678]: IKE Packet: transmit success. (Initiator, Aggressive-Mode message 1).
2013-06-18 1:10:33.492 PM racoon[55678]: IKE Packet: receive failed. (Initiator, Aggressive-Mode Message 2).
2013-06-18 1:10:36.494 PM racoon[55678]: IKE Packet: transmit success. (Phase1 Retransmit).
2013-06-18 1:10:36.603 PM racoon[55678]: IKE Packet: receive failed. (Initiator, Aggressive-Mode Message 2).
2013-06-18 1:10:39.604 PM racoon[55678]: IKE Packet: transmit success. (Phase1 Retransmit).
2013-06-18 1:10:39.717 PM racoon[55678]: IKE Packet: receive failed. (Initiator, Aggressive-Mode Message 2).
2013-06-18 1:10:42.718 PM racoon[55678]: IKE Packet: transmit success. (Phase1 Retransmit).
2013-06-18 1:10:42.834 PM racoon[55678]: IKE Packet: receive failed. (Initiator, Aggressive-Mode Message 2).
2013-06-18 1:10:43.327 PM configd[20]: IPSec disconnecting from server 1.2.3.4
2013-06-18 1:10:43.327 PM racoon[55678]: IPSec disconnecting from server 1.2.3.4
2013-06-18 1:10:43.331 PM racoon[55678]: IPSec disconnecting from server 1.2.3.4
3

It turns out that Migration Assistant doesn't copy the VPN shared secret, if any. So if that's what your VPN connection uses, go to System Preferences > Network > (your VPN) > Authentication Settings... and set the correct value for the shared secret. Then Apply and try to connect again.

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