Windows 8 Pro (which is the version I have. I cannot comment on other versions) appears to have an issue with a normal OpenVPN tunnel. When using UDP, my VPN does not pass traffic. It does pass that traffic when I use TCP. Additionally, a Cisco SSL VPN (also UDP based) I use does not work. After browsing about a bit, I found that the UDP encapsulation settings have an effect on this. The registry setting which needs to be changed is:
After rebooting, both of my VPNs worked, fixing an issue which nearly made me abandon Windows 8.