It is possible to wed mexnc with the opendap libraries instead of the genuine Unidata netcdf libraries. This makes it possible to access remote opendap datasets as if they were local. I said "possible", not "easy"... Building opendap-enabled mexnc mex-files is a fairly difficult process, and even more difficult is running it on another machine. If any libraries differ at all on said other machine, the mex-file will usually not work. For that reason, it's better to build opendap-enabled mex-files yourself rather than trying ones that someone else built.
Another alternative for reading (but not writing) local netCDF files and OPeNDAP datasets, so long as you use SNCTOOLS and don't despise java, is to use the the java backend for SNCTOOLS. The README file for SNCTOOLS will give you the details. The upside of this? Not having to compile anything. The downside? Java.
But back to the business of mex-files. Here are some notes I've made that either got mexnc to work with opendap, or failed miserably.
Windows seems to be the only platform that is an exception to the problem of running the mex-file on a separate machine, so windows mex-files are provided below.
R2006a Windows : Build on WinXP, April 24, 2006. Contributed by Rich Signell.
R14 Windows : Built on Opendap 3.4.4, WinXP, June 1, 2006. Contributed by Rich Signell.
R11 Windows: Built on Opendap 3.4.4, WinXP (SP2), September 13, 2005. Contributed by Rich Signell.