One of the notable changes in Vista from XP is that Windows Updates can only be accessed using the option in the Start Menu. Trying to access http://windowsupdate.microsoft.com merely prompts you to use this 'local' option. Initially I did not see what difference this could cause to updates, given that both should result in the system accessing the Microsoft Windows Update site, checking for new updates and carrying on as normal. However, anyone deploying an internal WSUS server using Group Policy to force machines to use this server in particular may experience issues with mobile laptops.
By using group policy to specify settings for Windows Updates (found in Computer Configuration, Administrative Templates, Windows Components, Windows Update - "Specify intranet Microsoft update service location"), only a single URL can be entered for the Intranet WSUS server:

A Vista machine using this group policy will immediately go to the Intranet URL specified during scheduled updates or if manually using the Start menu option. If the Vista machine is out of the corporate network, and not connected using a remote access VPN of sorts, then an update ends with the Error Code 80072EFD. Failure to contact the URL specified in the Group Policy does not precede a connection attempt to the Windows Update site directly. This is presumably the case to ensure that the internal policy relating to security updates is not overruled by downloading patches directly from Microsoft, something which was possible under XP.
A possible resolution is to make the Intranet WSUS URL publicly available over the Internet for those roaming hosts. This feature may be interesting to troubleshoot when Group Policy-enabled Vista clients are subjected to another corporation's NAC posture assessment, whereby access granted to the Microsoft site will not result in remediation (because the machine will be looking for its internal URL).