Today Blizzard has released the second part of the StarCraft 2 saga. It covers the story from the Brood War up until the start of StarCraft 2. This includes everything from the evacuation of Aiur due to the Zerg invasion, through Zeratul's disappearance and reappearance during the cutscene in the single player demonstration video.
Check out the story, screens and videos that accompany it here at the official StarCraft 2 site.
Source: StarCraft2.com