Everything is in the title!!
I’m pretty sure there is some answers on that question, if you can follow me the link to a solution, it’ll very cool.
At this moment , we try to export in FBX, in OBJ OBJ with .MTL, Try to export in VRSCENE, is VrayProxys with material…
None of that solutions work…
I hope there is something to help us…
Nobody could help me? 
What kind of scenes are you trying to transfer from Max to Maya?
I did transfer many scenes from Max to Maya. FBX works nicely for Geometry, cameras and to know where the lights are, but I do shading from scratch.
VRscene works too, but for complex things I prefer to do the shading from scratch in Maya. You will probably need to do some manual work in all cases.
I have to transfer a complicated Vray Scene on Max to Maya with VrayBlensd shaders and Dirt maps…
I’ve transformed all the scene into Standart materials and transfer in .FBX file format, but of course i cannot obtain 100% of shaders to work fine…
So i hope a way to transfer everything from Max Vray to Maya Vray…
BUT, Vrscene merge everything into ONE (heavy) file ans the geometry isn’t fine…
And FBX isn’t perfect…
So yes i certainly have to make a lot of them from scratch…
If you think about something, i will be interest…
For complex scenes, you will have to do the shading from scratch my friend.
FBX isn’t perfect, but at least it will transfer your geometry, cameras and you will get place holders for lights.
And like you said, Vrscene doesn’t work perfectly with complex shading specially if you will edit things along the way. I use it for simple scenes only
i use this plugin sometimes
it sort of works but as Muhammed mentioned, there will always be some manual work, the plugin produces some funky naming on the object node etc. The plugin transfers materials over to maya and its pretty quick, however im not sure its being supported anymore and everytime i try to contact them for update news, no reply.
thanks my dear, have a nice day