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A VPN gateway is a specific type of virtual network gateway that is used to send encrypted traffic between an Azure virtual network and an on-premises location over the public Internet. You can also use a VPN gateway to send encrypted traffic between Azure virtual networks over the Microsoft network. Each virtual network can have only one VPN gateway. However, you can create multiple connections to the same VPN gateway. When you create multiple connections to the same VPN gateway, all VPN tunnels share the available gateway bandwidth.
A virtual network gateway is composed of two or more virtual machines that are deployed to a specific subnet you create, which is called the gateway subnet. The VMs that are located in the gateway subnet are created when you create the virtual network gateway. Virtual network gateway VMs are configured to contain routing tables and gateway services specific to the gateway. You can’t directly configure the VMs that are part of the virtual network gateway and you should never deploy additional resources to the gateway subnet.
VPN gateways can be deployed in Azure Availability Zones. This brings resiliency, scalability, and higher availability to virtual network gateways. Deploying gateways in Azure Availability Zones physically and logically separates gateways within a region, while protecting your on-premises network connectivity to Azure from zone-level failures.