I am using OpenCV to display a video my code is as
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I had the same problem, and I did two things (I'm using Python 2.7.9 on Windows 10):
First, add this folder to your Path variable:
C:\opencv\sources\3rdparty\ffmpeg\
And this file opencv_ffmpeg300.dll must have the correct OpenCV version. For example, for me it's 3.0.0, so you need to change it for yourself.
Next, make sure to add an extra backslash slash in your video path:
video_capture = cv2.VideoCapture ('C:\Temp\\bouncingBall.avi')
Python has some special characters, so if there's only one backslash, it would interpret it differently and thus throw an error. You can see more here:
https://docs.python.org/2.0/ref/strings.html
Hence the double backslash.
Anyway, hope this helps!