Multiple monitors in lion
Solution 1:
This is an excerpt of Appple's Application Kit Release Note for Lion regarding fills screen apps & multiple desktops.
Multiple Monitors and Full Screen (New since early 2011 seed)
We have made some simplifying assumptions for Lion Full Screen behavior on multiple monitors. Multiple monitors are treated as a single unit by Spaces, and therefore are also treated as a single unit in Full Screen. This means that all monitors will be dedicated to windows belonging to the full screen application, and there can be only one primary full screen window visible at a time. A secondary monitor is useful for inspector windows.
Secondly, because the menu bar is located on the main monitor, the primary full screen window will be located on the main monitor as well. This allows the menu bar, floating toolbar, and full screen window to maintain their interrelationship on the same monitor.
full document can be found here: http://developer.apple.com/library/mac/#releasenotes/Cocoa/AppKit.html
According to this document it isn't possible.
Solution 2:
Put simply:
It isn't possible in Lion at the moment. Apple probably decided to follow the KISS principle (keep it simple, silly) and decided that the swipe should work on all monitors -- in effect having one large space rather than two smaller spaces. I see the logic, but personally would have preferred the choice.
What really gets me (switching trains here, sorry) is that full screen apps essentially mute the second monitor (I get a nice canvas background). I get Apple's logic, but I hate it. If I wanted two full screen apps next to each other, I should be able to do it, but Apple won't let me. Oh well...
That said, full screen apps can utilize the second monitor -- such as using inspector panes and such (Photoshop should be nice like this...). So that's possibly what you're seeing in the marketing materials.
As to having the second menu bar -- it's probably a goof, but you can approximate the effect by using MenuEverywhere. It's not perfect, and I eventually gave up on it (it didn't always work reliably), but it's worth a try.