Thanks for your reply to my message.

This is WAG, but did/do you have PKG_CACHE defined?

  I've never set it explicitly, and it isn't defined on either system.  

    $ env | grep PKG
    PKG_PATH=ftp://openbsd.mirror.frontiernet.net/pub/OpenBSD/4.5/packages/i386

    $ 

  Locate on the upgraded (borked) system doesn't turn up anything that looks
  like a package to me

    $ locate gv-3
    /usr/local/share/doc/gv/gv-3.html
    /var/db/pkg/gv-3.5.8p4
    /var/db/pkg/gv-3.5.8p4/+CONTENTS
    /var/db/pkg/gv-3.5.8p4/+DESC
    /var/db/pkg/gv-3.5.8p4/+REQUIRING

    $

  The upgraded system has a ports tree, which, now that I think about it,
  hasn't been upgraded.  But it's my understanding that packages work
  independently of any port tree that may be installed locally.

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