Thor spends most of the trailer without Mjolnir.
The Quinjet scene: Thor without his hammer; Cap without his shield; Banner without his Hulk. Iron Man nowhere in sight, and probably butting heads with his former comrades Civil War-style by this point. (Just guessing that Hawkeye is piloting the jet.)
In a ruined building, presumably in Sokovia: Cap, Thor, Widow and Hawkeye shown. The shield and hammer are present, but Thor is shown dropping Mjolnir for whatever reason.
Shirtless Thor in the water has no hammer. There's lightning, yeah, but is *he* summoning it, or someone else...? And has Thor been shown to have the ability to summon electricity *without* the hammer?
Thor chokes out Tony in Avengers Tower. No hammer.
"The last battlefield" --- broken Cap shield. Fallen Thor. No hammer.
For the record, I don't think any of this means he physically *loses* Mjolnir. Instead, I think we're going to see Wanda, as a villain, get inside the heads of the Avengers and manipulate their darkest fears, anxieties and misgivings. It would explain why Banner seems to be having separation episodes from Hulk, or losing control over his changes; why Cap may be experiencing flashbacks to WWII; why Natasha could be having memories (good or bad...?) about her youth as a Russian ballerina; why Tony Stark seems to be reliving his "sabbatical" at Harley's garage in Tennessee from IM3. So maybe Wanda causes Thor to have doubts about his worthiness to wield Mjolnir, and part of the storyline involves the Avengers having to learn to literally believe in themselves again when all hope is lost.