In late 2002, Nintendo was giving out a free preview DVD highlighting upcoming games for both the Gamecube and the GBA. The DVD could also be browsed on a computer to access additional content. Metroid Prime was the lead game for that disk, and there were lots of goodies for it - which have been reproduced below.

For reference, Prime's coding was finished by October 29th and it was released on November 18th (for the original NA = 0-00 version).

Wallpapers (File date: September 13, 2002)

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800x600 1024x768 1600x1200

Windows Icons (File date: September 13, 2002)

(icon) (icon) (icon) (icon)

Screen Savers (File date: September 16, 2002)

These use the second wallpaper as a backdrop for the scan visor to bounce around in.
Windows version [4.4 MB], Mac OS 7-9 version [3.8 MB], and Mac OS X version [3.6 MB].

Metroid Themed Browser (File date: September 21, 2002)

Windows version [5.3 MB]
(I could not get it to work under XP, but it did install.)

Game Trailers (File date: September 24, 2002)

PrimeTrailer1.avi [6.4 MB] Awesome trailer, the score is in SoS.
PrimeTrailer2.avi [4.8 MB] More of the same.
PrimeTrailer3.avi [2.1 MB] Movie in a window, content mostly from the first video but with a few extras.
PrimeTrailer4.avi [6.9 MB] Sheegoths!

DVD Stills (File date: September 24, 2002)

These are shown after watchinging the 4th Trailer.
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Both the NA and European release of Metroid Prime had a demo game on the space frigate preceding them.

You can download a quick run of the NA demo (and get higher quality versions of some of the trailers above) here: Link to FileShack
The file called "All Demo Footage" contains lower quality encodes of "Demo Intro" and "Demo Footage" 1-7.

You can see screenshots of the PAL demo here: Link to SCU