No components 3D view in KiCAD

I solved this issue doing this:

• Run Eeschema
• Open CvPcb to associate components and footprints
• Open Preferences -> Configure Paths
• On "KISYS3DMOD" change the path to the correct one. "C:\Program Files\KiCad\share\kicad\modules\packages3d" in my case.
• Restart the program.
• Enjoy!

For Fedora 29 I had to install a separate package: $ sudo dnf install kicad-packages3d

If you're on a Mac, the KISYS3DMOD path variable needs to be changed to: /Library/Application Support/kicad/packages3d. As installed, it had modules/ in between kicad/ and packages3d, but the modules directory doesn't exist in the OS X installation, at least on my version, 2015-10-10 BZR 6258.

Note that only footprints having 3D models will appear, as mentioned in another answer.