I am using Python via Anaconda's Spyder software. Using the original code listed in the question of this thread by @Gshocked, the code does not work (the python won't read the mp4 file). So I downloaded OpenCV 3.2 and copied "opencv_ffmpeg320.dll" and "opencv_ffmpeg320_64.dll" from the "bin" folder. I pasted both of these dll files to Anaconda's "Dlls" folder.
Anaconda also has a "pckgs" folder...I copied and pasted the entire "OpenCV 3.2" folder that I downloaded to the Anaconda "pckgs" folder.
Finally, Anaconda has a "Library" folder which has a "bin" subfolder. I pasted the "opencv_ffmpeg320.dll" and "opencv_ffmpeg320_64.dll" files to that folder.
After closing and restarting Spyder, the code worked. I'm not sure which of the three methods worked, and I'm too lazy to go back and figure it out. But it works so, cheers!