I applied through my college career services center and was invited to an on-campus interview. That interview consisted of one case about profit maximization and price setting for an on-site gym. I didn't feel like the interview went well, but a few hours later I received an email invitation to fly to Capital One headquarters for a final interview. Two weeks later I interviewed at headquarters in Richmond. There I had two case interviews and one behavioral interview. One case was about credit cards and the other was about whether or not to enter into a market for a certain good. The staff were very friendly, but it's pretty obvious that they do a lot of interviews. Don't expect to feel like they are rolling out the red carpet for you.