System Information
Win8.1, 3x gtx580, Ubuntu14, IntelGMA
Blender Version
2.77a
Short description of error
It does say in manual that "Currently we do not support: Correct ray visibility for volume meshes", but I'm not confident what that means so to be sure:
When a volume's layer is set to hidden, the volume becomes visible when camera get's inside it.
Exact steps for others to reproduce the error
Open file, press render -> the volume shading is present.