I just wrote a simple video reading example with openCV2.3.1, but it seems that I cannot open avi video anyway :(
Vid
Open D:\OpenCV\build\x64\vc14\bin and copy the opencv_ffmpeg320.dll or opencv_ffmpeg320_64.dll which is relevant for you based on your Windows (x86 or x64).
opencv_ffmpeg320.dll -> for 32-bit Windows (x86)
opencv_ffmpeg320_64.dll -> for 64-bit Windows (x64)
Paste the copied .dll to C:\Python27\ or any location which is accessible from Windows PATH environment variables.
Alternatively, you could create a folder D:\OpenCV\vendor\ and add .dll file to that folder and then add D:\OpenCV\vendor\ to your windows environment variables.