I found the following thread on this issue from 2010: http://comments.gmane.org/gmane.os.openbsd.misc/168129
Amazon still only supports route-based VPNs, but they have removed the requirement for BGP and instead allow for static routes. I was able to get a tunnel working without using BGP based on the info from the post above, but it would stop handling the reply traffic after a short time. The esp packets arrive at the gateway, but never get decrypted into enc0. Tearing down the tunnels and waiting an hour or so seems to permit another short-lived VPN, but it still doesn't stay up. Has anyone been successful establishing a customer gateway VPN connection into Amazon VPC using OpenBSD? Does the fact that they only support a route-based VPN exclude the possibility of using a policy-based system like OpenBSD?
