RWBY/WMG

Ruby and Yang are missing one parent.
Initially suggested by the gravestone seen in both the "Red" trailer and the opening credits. And by the first line of "Red Like Roses", the song from the "Red" trailer:

"Red like roses fills my dreams and brings me to the place you rest..."

Yang mentions their father at one point, and uses the present tense. The only other relative of theirs that we hear of (as of the end of the first volume of the first season) is "Uncle Crow", and we don't hear much. What Ruby says, though, suggests someone at least in loco parentis for the younger of the sisters, if not an actual guardian.

Blake's bow is hiding animal ears of some sort.
This speculation dates back to the first appearance of her silhouette at the end of the "Red" trailer, which caused much debate as to whether the shape seen was a bow or ears.

The train Blake and "Adam" attacked in the "Black" trailer belonged to Weiss Schnee or her family.
Based on the presence of the distinctive "snowflake" logo on the crates and containers therein.

"Adam" is a faunus.
Initially suggested by Blake's apparent origins in Beauty and The Beast along with the third line of "Red Like Roses"

"Black the beast descends from shadows"

and the entirety of the "Black" trailer's song, "From Shadows".

Ruby and Yang are faunus, or descended from/related to a faunus
Ruby's "Uncle Crow" is described by Professor Ozpin as "an old crow". The usage is odd, but taken one way it may mean that Ruby's uncle is an avian Faunus. If he's a blood relation, neither married into the family nor a friend-of-the-family pseudo-"uncle", it may mean Ruby and Yang have some kind of Faunus heritage even if they show no signs of it. On the other hand, all the Faunus we've seen so far have been mammalian Half-Human Hybrids -- there's no evidence that there are non-mammalian Faunus.