On Windows, we can use the ​vfwcap input device to capture live input (such as web camera). Note Well this is out of date, these days you can use the -f dshow device to capture from a directshow device.

First, we'll try to list the supported capture devices, connected to our machine:

ffmpeg -y -f vfwcap -i list 

That will give us the list like this:

... 
  libavutil     50.36. 0 / 50.36. 0 
  libavcore      0.16. 1 /  0.16. 1 
  libavcodec    52.108. 0 / 52.108. 0 
  libavformat   52.93. 0 / 52.93. 0 
  libavdevice   52. 2. 3 / 52. 2. 3 
  libavfilter    1.74. 0 /  1.74. 0 
  libswscale     0.12. 0 /  0.12. 0 
[vfwcap @ 01c6d150] Driver 0 
[vfwcap @ 01c6d150]  Microsoft WDM Image Capture (Win32) 
[vfwcap @ 01c6d150]  Version:  5.1.2600.5512 
list: Input/output error 

Now, we can try to grab something from our camera, with something like this:

ffmpeg -y -f vfwcap -r 25 -i 0 out.mp4 

Where "-i 0" is the index (zero based) in the list of present capture devices ("Driver 0").