The first reason I ever set up a VPN connection was to play MCM with randos across the internet. The first version only supported multiplayer over LAN, so you had to configure a PPTP client and find a "server" to join that had others who were similarly interested in playing. This happened for other games, too (THPS2 for the PC was a big one for me), but I remember being blown away by how many people were essentially hacking around the LAN restriction.