Here are stills from the ROTK theatrical trailer that did not end up in the final movie. Maybe in the extended?? Click on the thumbnails for a larger image.

Merry & Theoden (I REALLY hope this is on the extended!) Legolas (this might actually be in the movie, I can't remember) Arwen in Rivendell Gandalf & Pippin Eomer finding either Eowyn or Theoden at the Pelennor Pippin
Merry Arwen & Elrond Arwen and Elrond (possibly their farewell?)