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Hibernate version:
1.0.2 throw exception,but use 1.0.1 no problem.

Debug level Hibernate log excerpt:
Biz.ProxyInterceptorBizTest.TestSreachInterceptor : NHibernate.ADOException : Could not execute query
----> NHibernate.HibernateException : Creating a proxy instance failed
----> System.MissingMethodException : Constructor on type 'CProxyTypeActionEntity_INHibernateProxy_ISerializable2' not found.

detail:

at NHibernate.Impl.SessionImpl.Find(String query, QueryParameters parameters)
at NHibernate.Impl.QueryImpl.List()
at DAL.DALImpl.SelectByHql(String hql, Int32 firstRow, Int32 maxRow) in test.dll
....

--ADOException
at NHibernate.Proxy.CastleProxyFactory.GetProxy(Object id, ISessionImplementor session)
at NHibernate.Persister.AbstractEntityPersister.CreateProxy(Object id, ISessionImplementor session)
at NHibernate.Impl.SessionImpl.DoLoadByClass(Type clazz, Object id, Boolean checkDeleted, Boolean allowProxyCreation)
at NHibernate.Impl.SessionImpl.InternalLoad(Type clazz, Object id)
at NHibernate.Type.ManyToOneType.ResolveIdentifier(Object id, ISessionImplementor session)
at NHibernate.Type.EntityType.ResolveIdentifier(Object id, ISessionImplementor session, Object owner)
at NHibernate.Impl.SessionImpl.InitializeEntity(Object obj)
at NHibernate.Loader.Loader.InitializeEntitiesAndCollections(IList hydratedObjects, Object resultSetId, ISessionImplementor session)
at NHibernate.Loader.Loader.DoQuery(ISessionImplementor session, QueryParameters queryParameters, Object optionalObject, Object optionalId, Object[] optionalCollectionKeys, Boolean returnProxies)
at NHibernate.Loader.Loader.DoQueryAndInitializeNonLazyCollections(ISessionImplementor session, QueryParameters queryParameters, Object optionalObject, Object optionalId, Object[] optionalCollectionKeys, Boolean returnProxies)
at NHibernate.Loader.Loader.List(ISessionImplementor session, QueryParameters queryParameters, ISet querySpaces, IType[] resultTypes)
at NHibernate.Hql.QueryTranslator.List(ISessionImplementor session, QueryParameters queryParameters)
at NHibernate.Impl.SessionImpl.Find(String query, QueryParameters parameters)
--HibernateException
at System.RuntimeType.CreateInstanceImpl(BindingFlags bindingAttr, Binder binder, Object[] args, CultureInfo culture, Object[] activationAttributes)
at System.Activator.CreateInstance(Type type, BindingFlags bindingAttr, Binder binder, Object[] args, CultureInfo culture, Object[] activationAttributes)
at Castle.DynamicProxy.ProxyGenerator.CreateClassProxyInstance(Type type, IInterceptor interceptor, Object[] argumentsForConstructor)
at Castle.DynamicProxy.ProxyGenerator.CreateClassProxy(Type baseClass, Type[] interfaces, IInterceptor interceptor, Object[] argumentsForConstructor)
at NHibernate.Proxy.CastleProxyFactory.GetProxy(Object id, ISessionImplementor session)