1. A method of identifying matching packets at different locations in a network, comprising: receiving a first plurality of packets at a first location in the network; selecting a first subset of the first plurality of packets in accordance with a filter; receiving a second plurality of packets at a second location in the network; selecting a second subset of the second plurality of packets in accordance with the same filter; parsing each packet in the first and second subsets to extract invariant header fields from an outermost internet protocol (IP) header inwards, until a minimal set of invariant header fields is obtained for that packet that uniquely identifies that packet throughout the network, or until it is determined that such a minimal set of invariant header fields is not obtainable for that packet; computing a packet signature from the minimal set of invariant header fields for each packet in the first and second subsets for which a minimal set of invariant header fields is obtained; comparing the packet signatures to identify matching packets having the same packet signature in the first and second subsets.