Where in the world does the Skyrim trailer take place?

Solution 1:

Around 2:20 in the trailer, when the camera starts flying, you can see Bleak Falls Barrow. The mountain to the right is most likely the Throat of the World. So the fighting spot should be south/south east of Bleak Falls Barrow.

Solution 2:

It is the Throat of the World -- the highest place in the game.