Literally. Well almost. 2 meaningful lines + some boilerplate. This has got to be easier than even Python!
Using EmguCV, a wrapper around OpenCV and F# Interactive:
#I @"C:\<project directory>\packages\EmguCV.3.0.0\lib\net451"
#r "Emgu.CV.dll"
#r "Emgu.Util.dll"
#r "System.Windows.Forms"
open Emgu.CV
open System.Windows.Forms
let capture = new Capture()
Application.Idle.Add(fun _ -> CvInvoke.Imshow("Camera", capture.QueryFrame()))
Viral F# 
I’m trying to use Emgu.CV in FSI (via Nuget package) in visual studio 2015 but getting “System.TypeInitializationException: The type initializer for ‘Emgu.CV.CvInvoke’ threw an exception. —> System.DllNotFoundException: Unable to load DLL ‘cvextern’ ”
Are you also using visual studio and have you done anything to reference the unmanaged OpenCV .dlls in your solution?
Make sure you run the installation from their website. The NuGet package doesn’t install supporting binaries. Then add the directory with the supporting binaries (I installed from their website, so for me it’s %emgu_dir%\bin\x64 to your PATH and restart Visual Studio. This will be the directory which has all the OpenCV libraries and cvextern.dll, that wraps calls to them. Also, if you are on an x64 system, make sure your FSI runs as x64 (Tools -> Options -> F# Tools -> F# Interactive -> 64-bit Interactive set to true).