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When I move lines with m (e.g. :m+1) all my folds are closed. I can then open the folding with zv again and the cursor will be at the position I moved to.
I use folding with {{{ }}} marks and have set foldmethod=marker in my .vimrc.
How can I prevent vim from closing folds when moving lines?
You can disable folding before doing :m+1 by using zi. And then enable it again with zi.
You can also add a special mapping for that in your .vimrc :
""move line up/down with Shift+up/down
nnoremap <S-Up> zi:m-2<CR>zi
nnoremap <S-Down> zi:m+<CR>zi
inoremap <S-Up> <Esc>zi:m-2<CR>zia
inoremap <S-Down> <Esc>zi:m+<CR>zia
Folding is a pretty complicated mechanism (see another answer I gave about folds for a nuanced discussion of folding scanning).
In order to give a complete answer we will need to see what type of plugins you are loading when booting up an instance of vim.
I'd bet that there are a few plugins that are mucking with the default vim settings (vim -u NONE should have reproduced this). Any plugin that changes the foldmethod is a likely cause (I'd try to remove them 1 by 1 and see what causes the issue)
If you don't want to muck with your plugins at all I'd recommend manually tweaking the syntax + parsing settings and then open a test buffer to confirm your functionality. It can be a frustrating journey to get it to play nicely but with some relentless digging in :help you should be able to wrangle the beast that is folding.
vim -u NONE -U NONE -N. It might be an issue with your vimrc or a plugin.vim -u NONE -U NONE -N fold-testand just settingfoldmethod=marker. I'm running Vim 7.4.712 on Arch. If I try the same with Vim on Vim 7.4.160 on CentOS 7, I get exactly the opposite results (all folds open when using:m+1). And Vim 7.2.441 on CentOS 6 works fine... Allfold*settings seem to be the same on these machines.