It's complicated... In a nutshell:
Microsoft Server 2003 - present uses a system called active directory.
On a windows computer, you have what are called Roaming Profiles.
Your entire User Profile is loaded onto the computer when you log in. This includes everything in all your personal folders on the network. Including your password credentials.
Your Mac, when it connects to Active Directory, checks the password every time you log in against the server.
If you're not connected to the same network as your server, then the password will fail preventing you from logging in.
Mac OS X Server uses a system called Open Directory.
It's a different system that allows for the functionality of the "Roaming Profiles", called "Moble Network Accounts" on OS X Server.
Long story short, you're out of luck unless you have a mac server managing the Mobile Network Accounts for the Mac Users.
Apple woulld love to offer Active Directory features on Mac, but since MS owns it (it's not open source) they won't allow licensing of that server system to other competing companies.