Seems like ages, again, since we saw anything from The Last Guardian. Now the official Playstation Blog has revealed that if you buy the upcoming Ico and Shadow of the Colossus Collection, which includes HD-remakes of (you guessed it) Ico and Shadow of the Colossus, you'll get a 12 minute behind the scenes video which has some new clips from The Last Guardian in it.
The collection is out towards the end of September, so I guess we'll just have to wait a bit longer then.