The Gollum appears in the preview trailer, about ten seconds of him, sneaking in the shadows and trying to catch th eOne Ring while Frodo is taking a nap.
I saw the preview in a theater. The FOTR was released again, now with a 3 and a half minutes preview of TTT at the end of it. I know that this preview is already in the Internet, but I couldn't find a link to it. You should try to find a link at
www.theonering.net.