Hi Chad
This will be a little difficult to set up as a view because CRM doesn't really allow you to look for people who don't have something. The easiest way to track down all of your leads who have not opened an email would be to make a static marketing list containing all of your leads, then after you have made the list, go back into it and use Manage Members > Remove members using an advanced find to take out every lead who has an associated open-type email event. Whoever is left in your marketing list after this either has not opened an email, or if you delete old email events, they have not opened an email since the last time you deleted events. If you do delete old events, you could also check for the created on date of the open event when you are removing list members.