THQ has started to release the Metro: Last Light gameplay demo is kindly showed us behind closed doors at E3 this year. I say "started" because it's been broken into three parts and is getting drip-fed to the Internet. Because that's not annoying at all.
The demo was intended to show off Metro's new engine, so it's a little more action-heavy that one can expect the full game to be. It looks utterly gorgeous though and I have very, very high hopes.