German TV station RTL has published footage from Die Another Day on the Internet. To view it visit this link and click on 'EXKLUSIV: ERSTE FILMAUSSCHNITTE'.
The footage shows scenes from the pre-title surfing sequence and the scene we've all heard of by now with James Bond in his office.
Other features of the article video includes interviews with Halle Berry and Lee Tamahori, both sadly dubbed in German. However, there is also some footage of the storyboards being used to film Die Another Day.
You can discuss the footage in this thread of the Die Another Day Forums. Thanks to Christoph for letting us know about the footage!