Major Nelson posts a note that the Halo Wars "First Look" trailer, clocking in at a tad under 500 Mb in High Definition trim, is now available on Xbox Live Marketplace:

Based on the Halo universe, Halo Wars introduces a new landmark in the strategy genre. Halo Wars places the player in command of human UNSC armies as they deploy for mankind’s initial deadly encounters with the Covenant Empire.

Comments indicate this is the same video that Ensemble has on their website, just in higher quality.