I've got three different applications running on the same Windows Server 2008 R2 machine that communicate with eachother over TCP/IP. All three applications use the actual IP address of the server (vs using the loopback interface), which is 192.168.106.1.
When I run Wireshark on the server, I do not see any of the traffic going between the three applications. I added a route to the server to forward traffic destined for 192.168.106.1 to my LAN's gateway, in which case I now see SYN packets for the traffic. However, I don't see anything come back.
Bottom line is... has anyone had success capturing local traffic on a Windows Server 2008 R2 machine?