I worked as a gameplay programmer, then tools programming in a different (but related) industry, then transferred to the graphics engine team in that same company (based off nothing but an interview, because they couldn't find anyone experienced), then quit and got a job as an entry-level graphics programmer (actually: "junior game effects programmer") at a game company via a good interview, acing their test, a general portfolio, and making this demo:
I forget exactly what's shown off in it, from memory there's: triplanar texturing, detail textures, procedural normal maps, particle systems, soft-edged water, camera splines, bloom, height-based fog, crappy lighting FX...
My portfolio highlighted all my past hobby work, such as game mods that I'd made, and had a little toy engine in it that showed off entity/component stuff, a multi-core implementation of the actor model, and a little 3D car racing prototype. They asked to see some more graphics stuff, so I made that above demo for them in about a week between the first (telephone) and second (in-person) interviews.
Getting those first two graphics jobs were really serendipitous "right place, right time" events.
In both of those graphics jobs I learned a lot from the people around me, so then it was easy getting my next graphics programming job (which was much more senior) again just from my resume and an interview.
Edited by Hodgman, 18 June 2013 - 01:55 AM.