This issue has been fixed on Windows 8+ as part of MS16-112 issued in September 2016. I haven’t checked this on a Windows 7 machine which isn’t listed on the Microsoft page.
The basic theory behind the attack is same as @mubix’s discovery - if you connect a network interface to a Windows system and have Responder tool poisoning the network, you can obtain the hashes (NTML responses) from the machine without any user intervention. This works even with the computer in locked state.
In my scenario, I’m using a rogue Open WiFi network to grab the hashes. The result is the same and at times, I had better results than plugging in a Pi Zero. The Responder tool captures the hashes which can then be cracked using tools like hashcat.↪