Warning, possible spoilers ahead!
From the preview:
"We've all been horribly misled about Episode Two. We ended Episode One steaming out of City 17 on a train as the Citadel exploded, but it crashed and we heard Alyx cry out. The next thing we saw was her dangling from a smashed bridge in the Episode Two trailer, then her limp body being carried by a Vortigaunt. And OK, the savvy among us probably realised she wasn't dead, but it was pretty clear she'd been badly hurt in the crash and would be out of action for most of the episode."