I'm bringing up a new workstation at home and decided to give Windows 8 a shot. I've been running it in a VM at work for some time now with (relatively) few issues and decided to violate my rule of not running pre-release software. So I went to VPN into work this evening and kept getting an error from the Cisco AnyConnect VPN client. At first I thought it was some sort of firewall issue, but this turned out not to be the case. After some digging, I came upon this blog post: http://www.tomontech.com/2012/03/pro-tip-cisco-anyconnect-vpn-client-and-windows-8-consumer-preview/, which basically has you modifying a registry setting. So, violating yet another rule of mine (not mucking around in the registry of my systems), I gave it a shot and WALLAH!* problem solved. In short, modify the registry value: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\vpnva and remove the nonsense at the beginning, leaving only the words: Cisco AnyConnect VPN Virtual Miniport Adapter for Windows x64. If this fixes your problem, head over to TomOnTech.com and give him some love.
*yes, I know it's "voilà" - this is a bit of an inside joke.