The following code unexpectedly (at least for me) produces an intermediate vector:
import qualified Data.Vector as Vector
main :: IO ()
main =
  print (test n)
n :: Int
n = 1000000
test :: Int -> Int
test n = Vector.length (Vector.replicate n (0 :: Int))
The relevant part of Core is here (note the newArray# 1000000 call):
Main.main4
  :: forall s_a38t.
     GHC.Prim.State# s_a38t
     -> (# GHC.Prim.State# s_a38t, Vector.Vector Int #)
[GblId,
 Arity=1,
 Str=DmdType,
 Unf=Unf{Src=<vanilla>, TopLvl=True, Value=True, ConLike=True,
         WorkFree=True, Expandable=True, Guidance=IF_ARGS [0] 399 30}]
Main.main4 =
  \ (@ s_a38t) (s1_a38u [OS=OneShot] :: GHC.Prim.State# s_a38t) ->
    case GHC.Prim.newArray#
           @ Int
           @ (Control.Monad.Primitive.PrimState (GHC.ST.ST s_a38t))
           1000000
           (Data.Vector.Mutable.uninitialised @ Int)
           (s1_a38u
            `cast` ((GHC.Prim.State#
                       (Sym (Control.Monad.Primitive.TFCo:R:PrimStateST[0] <s_a38t>_N)))_R
                    :: GHC.Prim.State# s_a38t
                       ~R# GHC.Prim.State#
                             (Control.Monad.Primitive.PrimState (GHC.ST.ST s_a38t))))
    of _ [Occ=Dead] { (# ipv_a5RG, ipv1_a5RH #) ->
    letrec {
      $wa_s609 [InlPrag=[0], Occ=LoopBreaker]
        :: GHC.Types.SPEC
           -> GHC.Prim.Int#
           -> Bool
           -> GHC.Prim.State# s_a38t
           -> (# GHC.Prim.State# s_a38t, Int #)
      [LclId, Arity=4, Str=DmdType <S,1*U><L,U><S,1*U><L,U>]
      $wa_s609 =
...
At the same time if I replace length with sum, fusion occurs correctly:
test n = Vector.sum (Vector.replicate n (0 :: Int))
Core:
Rec {
Main.main_$s$wfoldlM'_loop [Occ=LoopBreaker]
  :: GHC.Prim.Int# -> GHC.Prim.Int# -> GHC.Prim.Int#
[GblId, Arity=2, Caf=NoCafRefs, Str=DmdType <L,U><L,U>]
Main.main_$s$wfoldlM'_loop =
  \ (sc_s6bx :: GHC.Prim.Int#) (sc1_s6by :: GHC.Prim.Int#) ->
    case GHC.Prim.tagToEnum# @ Bool (GHC.Prim.<=# sc1_s6by 0)
    of _ [Occ=Dead] {
      False ->
        Main.main_$s$wfoldlM'_loop sc_s6bx (GHC.Prim.-# sc1_s6by 1);
      True -> sc_s6bx
    }
end Rec }
Main.main2 :: String
[GblId,
 Str=DmdType,
 Unf=Unf{Src=<vanilla>, TopLvl=True, Value=False, ConLike=False,
         WorkFree=False, Expandable=False, Guidance=IF_ARGS [] 100 30}]
Main.main2 =
  case Main.main_$s$wfoldlM'_loop 0 1000000 of ww_s67W { __DEFAULT ->
  case GHC.Show.$wshowSignedInt 0 ww_s67W (GHC.Types.[] @ Char)
  of _ [Occ=Dead] { (# ww5_a5Vq, ww6_a5Vr #) ->
  GHC.Types.: @ Char ww5_a5Vq ww6_a5Vr
  }
  }
Also, if I rewrite the original function in terms of monadic stream combinators, the intermediate vector is not allocated also:
import qualified Data.Vector.Fusion.Stream.Monadic as Stream
import Data.Functor.Identity
test n = runIdentity $ Stream.length (Stream.replicate n (0 :: Int))
Core:
Rec {
Main.main_$s$wfoldlM'_loop [Occ=LoopBreaker]
  :: GHC.Prim.Int# -> GHC.Prim.Int# -> GHC.Prim.Int#
[GblId, Arity=2, Caf=NoCafRefs, Str=DmdType <L,U><L,U>]
Main.main_$s$wfoldlM'_loop =
  \ (sc_s5lE :: GHC.Prim.Int#) (sc1_s5lF :: GHC.Prim.Int#) ->
    case GHC.Prim.tagToEnum# @ Bool (GHC.Prim.<=# sc1_s5lF 0)
    of _ [Occ=Dead] {
      False ->
        Main.main_$s$wfoldlM'_loop
          (GHC.Prim.+# sc_s5lE 1) (GHC.Prim.-# sc1_s5lF 1);
      True -> sc_s5lE
    }
end Rec }
Main.main2 :: String
[GblId,
 Str=DmdType,
 Unf=Unf{Src=<vanilla>, TopLvl=True, Value=False, ConLike=False,
         WorkFree=False, Expandable=False, Guidance=IF_ARGS [] 100 30}]
Main.main2 =
  case Main.main_$s$wfoldlM'_loop 0 1000000 of ww_s5ke { __DEFAULT ->
  case GHC.Show.$wshowSignedInt 0 ww_s5ke (GHC.Types.[] @ Char)
  of _ [Occ=Dead] { (# ww5_a5gi, ww6_a5gj #) ->
  GHC.Types.: @ Char ww5_a5gi ww6_a5gj
  }
  }
Why Vector.length breaks fusion?
I'm using ghc-7.10.3 and vector-0.11.0.0.
ADDED: Here is an issue: https://github.com/haskell/vector/issues/111