Nice Europeans went and recorded the intro movie and the first in-game cutscene to Killzone 2. If you've got six minutes, it's pretty good. Just don't use it to check against the E3 target render. Best you wait for it on your TV or the inevitable Gamespot comparison feature.
I especially like the properly furious speech laid over the whole "Space Normandy" scene. As Jim Sterling noted, orange-eyed space fascists are fun to watch. I'm hoping that they twist things a bit to feature the Helghast in a more sympathetic light. Think about it. In the first one we were valiant defenders against Space Fascists, but now we're invading the homeworld of a (relatively) broken, defeated enemy. We're the aggressors this time, and frankly speaking the Helghast have had kind of a raw deal to begin with (according to Wikipedia anyway).
One question though. According to Wikipedia, the Helghast wear their Space Fascist suits because the planet Helghan had a crappy atmosphere, and they had mutated to the point that they needed the suits to fight on the ISA's planets. If that's the case, why can the ISA troops breath without assistance on Helghan, and why are the Helghast troops still wearing their suits? Besides wanting to look like awesome orange-eyed Space Fascists, of course.