Open Asset Import Library

Assimp is a library to load and process geometric scenes from various data formats in both OpenGL and DirectX.
Assimp supports animations which is its the main advantage over the simpler loaders found in many graphics books.

Collada (*.dae)

Collada is an asset format that supports animations and can be exported in a variety of tools. Because Collada stores its data in a xml structure it makes it easy to read or make texture location edits with notepad.

Assimp Viewer

Assimp has an easy to use viewing tool that you should test all your assets in before loading them into the game.
This will help you detect if texture files are pointing to a local machine instead of relative or other exporting issues.

Download

Sample Models -> test\models
DirectX Example -> tools\assimp_view
OpenGL Example -> samples

I reccomend that you look at both examples to get a better understanding of the API
Take a look at tools\assimp_view\AnimEvaluator.cpp for a good look into Animations.

External Assimp resources