Scenario: You just made a nice DVWP and you exported it and mounted it on another page and kaboom -- FAIL.
Unable to display this Web Part. To troubleshoot the problem, open this Web page in a Windows SharePoint Services-compatible HTML editor such as Microsoft Office SharePoint Designer. If the problem persists, contact your Web server administrator.
Whoops. Different site. Even though the DVWP references the list by GUID, it doesn't work cross-site. Here's how to fix that.
Leave the broken DVWP where it is. Add another DVWP on the same page, in the Data Source Library, click "Connect to another library..." and point it at the site where the data came from. You should now be able to expand the lists/libraries and insert that. Now, just grab the stuff inside <SharePointWebControls:SPDataSource> and copy that over the broken one's data source. Throw away the temporary web part and you should be good to go.