Make sure that you are using an HDHomeRun that supports DLNA/UPnP:
Earlier devices do not support DLNA/UPnP and will not be accessible.
If you are using Windows software, make sure that you do not receive an error about UPnP when opening the HDHomeRun Setup program.
If the device you are accessing from is using a wireless connection, try a wired connection.
Make sure that you are not attempting to access a channel with [DRM] in the name (HDHomeRun PRIME only).
Try a different version of VLC. Due to the ever-changing nature of VLC, some versions have bugs with device discovery or playback. On Windows, try both 32 and 64 bit versions.
Make sure that you have completed a channel scan in HDHomeRun Setup or on the web page for the HDHomeRun.