Apparently the German magazine GameStar has put an exclusive video of HALO from E3 on their latest issue's disc and HBO has got a hold of it:

Thanks to an intrepid HBO agent in Germany, we've gotten our hands on the Gamestar CD movie mentioned a few days ago. Now, we can't actually put this movie online yet (to do so would violate Gamestar's copyright), but we can tell you that it contains filmed footage from the first two missions, as do most of the E3 movies. There is a telltale red glow at the bottom of the image, indicating that (like other films) it was recorded off one of the plasma screen displays (they had small halogen lights underneath them, which cast these red glows on the screens themselves). However, the quality is very high, higher than most other stuff out there... and the gameplay is quite good - looks like the player is no novice. There are some interesting tidbits in this film, such as flying Covenant Elites, a look at the newest Covenant race, and a spectacular view of the jeep's undercarriage. We'll make this available as soon as we can - please be patient.

Indeed, keep an eye out at halo.bungie.org for this video.