A few weeks ago, I finally got my Drobo (a B800i with eight 2 TB disks) set up correctly so I can back up my Windows 7 computer to it. The only data I really care about on that computer are my VirtualBox VMs—so imagine my surprise when I discovered today that they weren’t being backed up! It turns out that with the default settings (“let Windows choose”), it does not back up your entire home directory, but only AppData, your desktop, your libraries, and a handful of other directories (including Downloads). Since VirtualBox stores VMs in a separate directory under your home directory rather than in AppData\Local or even My Documents, Windows Backup does not include them. If you want it to, you’ll have to either configure backups manually, or create a library that includes your VMs.
In the end, it doesn’t really matter, because backing up a VM’s disk image while it’s running is mostly pointless. Until now, I’ve been backing up my FreeBSD desktop by the simple expedient of rsync’ing ~des to a server with redundant storage; when I get around to it, I’ll set up a Bacula server backed by the Drobo.