Azure Infrastructure Services has a really neat feature that allows you to create a site to site VPN between your on premises network and the Azure Virtual Network that you place your virtual machines onto. There’s only one problem, if your on premises VPN gateway is behind a NAT device, it won’t work.
For more details, check out this article by Tom Shinder and Yuri Diogenes:
DEBRA LITTLEJOHN SHINDER
MVP (Enterprise Security)