I just wrote a simple video reading example with openCV2.3.1, but it seems that I cannot open avi video anyway :(
Vid
I also encounter the same problem. With the sample code for VideoCapture, my visual studio program failed to open any video file. Then, the suggestion of nimcap works for me. "A missing OpenCV's ffmpeg.dll does not generate any warnings/errors in OpenCV 2.3.1, and code fails silently. Make sure that you have proper opencv_ffmpeg*.dll in your path."
Solution: Copy opencv_ffmpeg.dll to my visual studio project /Debug folder, I can open almost any video file with VideoCapture.