OleDbException E_FAIL(0x80004005)

Got this message when I was trying to connect to Analysis Services:
Exception: System.Data.OleDb.OleDbException
Message: No error information available: E_FAIL(0x80004005).

Looks like the most common explanation is that one of the field names in the query is a SQL reserved word, like for instance "Name", "Size" or "Read". If you use bracketed field names this should not be a problem.