We are looking at moving away from Perforce (mostly due to the pain of having to always be connected to its sever and the lack of support for moving bug fixes between branches, and also wish to introduce a tool for code reviews)
However we still need all the history that is in Perforce, so is there a way to move to Kiln while keeping the history.
(Someone else in the company has tried importing from Perforce into Mercurial but could not find a good way of keeping the history. As I understand it Kiln is a hosted service that provides Mercurial plus a code review tool.)
First look here:
Mercurial Wiki entry for converting from Perforce
Since the conversion of VC systems with different paradigms is non trivial, you might want to tweak one of the methods considered there.
If this fails totally, you can also try to convert to a intermediate VC system like, SVN, CVS, git and then to mercurial.
Once you got it in mercurial locally you can always move it up to Kiln or one of the other hosted systems.