diff -r 2763b87dd7e8 numpy/lib/npyio.py
--- a/numpy/lib/npyio.py	Fri Mar 25 22:37:19 2011 -0600
+++ b/numpy/lib/npyio.py	Sat Mar 26 13:10:36 2011 +0100
@@ -745,7 +745,10 @@
         while not first_vals:
             first_line = fh.readline()
             if not first_line: # EOF reached
-                raise IOError('End-of-file reached before encountering data.')
+                # Break out of the loop here, so that we return an empty array.
+                first_line = ''
+                first_vals = []
+                break
             first_vals = split_line(first_line)
         N = len(usecols or first_vals)