The demo for BioShock Infinite is up on Youtube now, and although the video quality isn't very good (even in HD), the footage certainly looks stunning. You can also see the video at the BioShock Infinite homepage.
Things you might have missed:
- Booker DeWitt seems to be voiced by Stephen Russell, the voice actor who played Garrett in the Thief series. Here's a clip from Thief 3 for you to compare: 
- The bell that falls out of the collapsing tower is a replica of the Liberty Bell (minus the crack).
- There is a very strange black and white flicker on the "Columbia Celebrates" banner as DeWitt passes by. No, the video is not glitching; that is intentional. No one knows what the sinister meaning is yet...
- DeWitt passes by a Harper's Grocery store with signs advertising McNulty's clothing, quality Sasparilly, Kava Kava, and Cream Soda (all old fashioned beverages).
- When Saltonstall's eyes glow, the badge on his chest flashes and briefly changes to a gold hammer and sickle, a historical symbol of communism.
- DeWitt's melee weapon on the Sky-Line looks like some sort of combination ratchet/box wrench.
- There is a painting in the bar of a man on a horse with the Statue of Liberty in the background. As the screen pans across, it flickers and changes to a portrait of a man. The bartender turns hostile at the same moment.
- At one point we see an old fashioned horse-drawn ambulance down an alley.
- Songbird's eye starts out yellow then turns red (just like another large enemy we are all familiar with...).
- Apparently the song that plays when DeWitt first enters the bar is an old-timey cover of "Everybody Wants To Rule The World" by Tears For Fears: How Is BioShock Infinite Connected To Tears For Fears?
- The black-and-white shimmer across the banner when DeWitt passes by makes the words "New Year's Eve" according to some theorists in the Irrational Games Forum.