Microsoft (R) FxCop Command-Line Tool, Version 12.0 (12.0.21005.1) X86
  * Error(s) occurred during FxCop initialization:
  * An exception was raised attempting to load engine 'c:\jenkins\data\jobs\myJob\workspace\source\lib\fxcop 12.0\Engines\PhoenixAnalysisEngine.dll'.

  Copyright (C) Microsoft Corporation, All Rights Reserved.

  System.IO.FileNotFoundException: Could not load file or assembly 'Microsoft.VisualStudio.CodeAnalysis.Interop.dll' or one of its dependencies. The specified module could not be found.
     at Microsoft.FxCop.Command.FxCopCommand.ProcessPlatformArgument(ArgumentDictionary argumentDictionary)
     at Microsoft.FxCop.Command.FxCopCommand.Main2(String[] args)
  Microsoft (R) FxCop Command-Line Tool, Version 12.0 (12.0.21005.1) X86
  * Error(s) occurred during FxCop initialization:
  * An exception was raised attempting to load engine 'c:\jenkins\data\jobs\myJob\workspace\source\lib\fxcop 12.0\Engines\PhoenixAnalysisEngine.dll'.

  Copyright (C) Microsoft Corporation, All Rights Reserved.

  System.IO.FileNotFoundException: Could not load file or assembly 'Microsoft.VisualStudio.CodeAnalysis.Interop.dll' or one of its dependencies. The specified module could not be found.
     at Microsoft.FxCop.Command.FxCopCommand.ProcessPlatformArgument(ArgumentDictionary argumentDictionary)
     at Microsoft.FxCop.Command.FxCopCommand.Main2(String[] args)

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The error message above was from trying to run FxCop v12 without installing Visual Studio 2013, for more info see:
http://stackoverflow.com/questions/21729066/running-code-analysis-fxcop-12-0-on-build-agent-without-installing-visual-stud/21731245#21731245

Solution was to install "Visual C++ Redistributable Packages for Visual Studio 2013"
http://www.microsoft.com/en-in/download/details.aspx?id=40784