RawCap
RawCap is a free command line network sniffer for Windows that uses raw sockets. It can sniff any interface that has an IP address, including 127.0.0.1 (localhost/loopback).
You can download this tool from the Netresec website.
RawCap generates a packet capture file (.pcap), which can be opened in Wireshark.
Tip
For more information on Wireshark, see Wireshark.