Boardnation -> Vbulletin.
 

Can vBulletin do this? Like, the convertor or whatever. Currently my boards are at www.boardnation.com and I was wondering if there's some sort of way to not lose my data when I switch over to vb?

Sorry, to be clear, it uses: http://www.simplemachines.org/. Didn't know they run SMF.

Do they let you have SQL access?
If not, you can't do it.

Do they let you backup the database?
If not, you can't do it.

There has to be a yes to at least one of those questions or you can't do it.
Try contacting them if they won't let you do it yourself, they might do it for you.