Windows has had RD Gateway for a few years now. However, with Windows Server 2012, RD Gateway has a lot of improvements. RD Gateway provides secure access to RDP resources and it is important to properly architect this component of your infrastructure to ensure performance and reliability. Microsoft has released a whitepaper detailing the aspects of RD Gatway for scalabiltiy and guidelines.
This whitepaper contains scalability results, testing methodologies, analysis, and guidelines for RD Gateway. It describes the most relevant factors that influence the capacity of a given deployment, methodologies to evaluate capacity for specific deployments, and a set of experimental results for different combinations of usage scenarios and hardware configurations.