Windows Phone 8.1 Update 1 introduced support for VPN apps for the first time, but we have been waiting a while for the biggest, most popular services to bring support.
The good news we can report today is that Cisco has brought its AnyConnect VPN service to Windows Phone 8.1 in beta form.
The app comes with a long list of provisos, and of course only support WP8.1 Update 1, but may work on Windows 10 Mobile also. The beta currently supports TLS (including TLS 1.2) connections. DTLS & IPsec IKEv2 connections are not supported at this time.
Known issues can be read in the release notes of the app here.
Try the app out by downloading the beta from the Windows Phone Store here.