> И на роутере А - НЕТ НАТа, т.е. прописывается интересный трафик только
> (он прописан)...

Посмотри конфиги ниже, на основании твоей схемы. У меня туннель работает:

TMG2010

crypto isakmp policy 1
encr aes
authentication pre-share
group 2
crypto isakmp key cisco address 99.99.37.29    
!
crypto ipsec transform-set set esp-des esp-sha-hmac
mode tunnel
!
crypto map map 10 ipsec-isakmp
set peer 99.99.37.29
set transform-set set
match address 101
!
interface Loopback0
description local-NET
ip address 172.16.1.1 255.255.255.0
!
interface GigabitEthernet0/1
description to-C2951_NAT
ip address 192.168.11.3 255.255.255.0
crypto map map
!
ip route 0.0.0.0 0.0.0.0 192.168.11.1
!
access-list 101 permit ip 172.16.1.0 0.0.0.255 10.72.1.0 0.0.0.255

С2951 NAT

!        
interface GigabitEthernet0/1
description to-INTERNET
ip address 212.87.199.5 255.255.255.0
ip nat outside
!
interface GigabitEthernet0/2
description to-TMG2010
ip address 192.168.11.1 255.255.255.0
ip nat inside
!
ip nat inside source route-map nat interface GigabitEthernet0/1 overload
ip route 0.0.0.0 0.0.0.0 212.87.199.6
!
route-map nat permit 10
match ip address 101
!
access-list 101 deny   ip 172.16.1.0 0.0.0.255 10.72.1.0 0.0.0.255
access-list 101 permit ip 172.16.1.0 0.0.0.255 any
access-list 101 permit ip 192.168.11.0 0.0.0.255 any

С2900

crypto isakmp policy 1
encr aes
authentication pre-share
group 2
crypto isakmp key cisco address 212.87.199.5  
!
crypto ipsec transform-set set esp-des esp-sha-hmac
mode tunnel
!
crypto map map 10 ipsec-isakmp
set peer 212.87.199.5
set transform-set set
match address 101
!
interface Loopback0
description local-NET
ip address 10.72.1.1 255.255.255.0
!
interface GigabitEthernet0/1
description to-INTERNET
ip address 99.99.37.29 255.255.255.0
crypto map map
!
ip route 0.0.0.0 0.0.0.0 99.99.37.28
!
access-list 101 permit ip 10.72.1.0 0.0.0.255 172.16.1.0 0.0.0.255