According to wii.nintendolife, SMG2 will contain a DVD but ONLY in Europe, dang regions (y can't we all get this DVD??)
Source: cubed3.com.Wahoo, a free DVD!
Learn advanced tricks with second disc
Counting down the days until Super Mario Galaxy 2? Although the game is reputedly much more difficult than its predecessor, Nintendo still wants everyone to enjoy it, so the European release will contain a DVD containing helpful videos and tutorials of advanced moves.
Assuming it's a standard DVD, the disc of course won't play on a standard Wii console, limiting its usefulness just a tad, but it's still nice to get something extra. If the videos are up to the standard of New Super Mario Bros. Wii's Super Skills demonstrations then this extra could be very cool indeed.