This is where it lives on OpenBSD.

--- migrate_all_offline.sh.orig	Fri Mar  2 23:43:52 2012
+++ migrate_all_offline.sh	Fri Mar  2 23:44:05 2012
@@ -44,7 +44,7 @@
 DB="/tmp/nis.$$.ldif"
 
 if [ "X$ETC_ALIASES" = "X" ]; then
-	ETC_ALIASES=/etc/aliases
+	ETC_ALIASES=/etc/mail/aliases
 fi
 #if [ "X$ETC_FSTAB" = "X" ]; then
 #	ETC_FSTAB=/etc/fstab