The movie opens with a scene from OOTP, of Dumbledore and Harry at the ministry on the night Sirius dies, standing in front of a barrage of flash bulbs. Then it cuts to an interior shot of an ultra modern office building overlooking the Millenium Bridge. There are dementors flying through the air and then the bridge starts to wave violently and then collapses with lots of people on it.
In the next scene we see Harry reading about the bridge in the Daily Prophet at a tube-side coffee shop in Little Whinging. He flirts with the waitress and asks her what time she gets off work. But he is distracted by a passing train. When the train finally clears out, we see Dumbledore standing importantly on the platform. Harry joins him and immediately he is whisked away (side-along apparition) to Slughorn’s house.