Danger Room Cold Open

This is similar to The Batman Cold Open, only it's used for teams, particularly the X-Men. Usually depicted in a training room situation, this trope often sees a team practicing for actual combat, using various strategies barked out by their Strait-Laced Leader. The scene is designed to have each member show off their particular abilities—be they mutant powers, or cool gadgetry or weaponry—as well as reveal some aspect of each member's personality through short quips and pithy comments.

A common variant is to begin in the middle of a battle, fighting against some old foe. Everything's going smoothly until, suddenly, someone dies. The simulated nature of the battle is revealed.

Other variants include playing baseball, wherein powers are out of bounds—until somebody uses them anyway—and testing the mettle of a new member.

A Virtual Training Simulation can be used for one of these, as can a Deadly Training Area.

Examples of Danger Room Cold Open include:

Anime and Manga

Great Mazinger: In the sequel to Mazinger Z, the Fortress Of Science was equipped with one of these. It appeared for first time in episode 3, and the scene showed Jun dodging rounds of machine gun mounted on the walls as Tetsuya her training and gave -or better said, barked out- advice.

Comic Books

X-Men loves this trope, of course. In fact, it's how they were introduced back in 1963. The frequency of this trope in the various series also lead to the trope's old name, "Professor X likes watching teenagers sweat".
- Used in an issue of New Mutants in which Rahne re-fought the battle that got Doug Ramsey killed, and came up with over forty different ways in which she could have saved his life. Of course, Rahne wasn't allowing for the fact that the 'forty different ways' all required foreknowledge of what was coming...
- Used at the beginning of X-Men: The Last Stand, with the first live-action appearance by a Sentinel.
At least one of the Marv Wolfman-era Teen Titans comics opened with the Titans in the middle of combat training...
A couple of issues of The Avengers: The Initiative opened with this.
In the X Wing Series comics, the arc Battleground: Tatooine starts with Hobbie as Rogue Leader, other Rogues dying around him in an ambush. It's a simulator; Wedge and a few others are flying simulated TIEs, Hobbie and so on are flying as X-Wings.
A Chris Claremont Fantastic Four issue started with Ronan the Acccusor taking out a set of the foursome's robots.
An episode of Tiger and Bunny opens with the pair against a gun-wielding gang. The titular duo then starts arguing, at which point Tiger stands up, ranting... and a dozen red dots converge on his face. Cue gunfire, and cheery opening.

Film

While not actually the opening, in Kung Fu Panda we're introduced to the real Furious Five in a battle where they attempt to take out Shifu. They fail, badly.
The Kobayashi Maru scene from the beginning of Star Trek II: The Wrath of Khan.
Invoked hard in Toy Story 2. We see Buzz Lightyear in a dystopian battlezone, finally reaching and fighting Zurg. After a brief fight, Buzz gets The upper half of his body blown to smithereens. Then some Game Over text pops up, showing that it was just a video game played by Rex, and the "real" Buzz is still fine.
- Repeated more obviously in |Toy Story 3. Also in Monsters, Inc.
The intro to The Sum of All Fears.

Literature

The first scene in the X-Wing novel series is Corran Horn and three others doing their simulator tryouts for a place in the reformed Rogue Squadron. The scenario used is a nod to a particularly infamous level of the Star Wars: X-Wing game, and once again their opponents are their future squadmates. Except the last one, which singlehandedly mops the floor with them all; that's being flown by Tycho Celchu.
In the Nora Roberts book Morrigan's Cross, the heroine and her companions try out their various combat abilities while their makeshift instructor critiques their talents out loud.

Live Action TV

The Star Trek: Voyager episode "Dark Frontier" used this trope pretty much exactly, with Tuvok, Janeway, Seven, and B'Elanna on the holodeck practicing a raid on a borg cube.
The Wire season 4 finale starts with Snoop and Chris chasing Michael down the streets, with guns and obviously intend to shoot him. he hides and manages to shoot Snoop, just then Chris stops and asks him what do you do now? and Michael answers: shoot her in the head then we are shown that they were firing paintballs.
The first epidode ofThe Secret Adventures of Jules Verne features a scene early on in which we are introduced to Rebecca Fogg fighting a samurai in a room full of ice blocks. It is revealed to be merely a training session when her cousin Phileas interrupts by shooting a bullet past her head.

Rebecca: "Since when did we start using real ammunition?"
Phileas: "As you know, my dear cousin, you don't encounter blanks on missions for the British Secret Service."

Generation Kill opens to an intense combat situation in the middle of a desert. The driver of one of the vehicles gets injured and the others are supposed to leave it behind and "get out of the killzone". Everyone it very intense, then it is all revealed to be a training exercise. Interesting because the exercise itself doesn't give a lot of characterization, but the debriefing scene directly after sets up character relationships and plot threads for the whole series.

Video Games

Quite a few games with a first stage Justified Tutorial fit this trope.
The training courses at the beginning of Modern Warfare and its sequel.
Star Trek Elite Force begins with this trope. Pre-mission narration tell us that an away team is on a Borg ship on a rescue mission. Only when the player-character gets impatient, shoots a terminal and kills the team in a firey explosion do we cut to the Voyager holodeck where we are told it was all a test.

Web Original

Inevitably, the Whateley Universe has finally done this. The opening of "Ayla and the Birthday Brawl" has this scene in one of the holographic simulators, but it's the Vindicators who get the coverage, and the villain in the simulation turns out to be... Ayla, playing the 'red team' as part of a training exercise for a class.

Western Animation

The Teenage Mutant Ninja Turtles do this often, with Splinter watching them sweat. Sometimes he's involved in the training too, and manages to kick all their shells.
Batman the Brave And The Bold "Duel Of The Double Crossers!" has Batman training The Outsiders in such a simulation.
The Teen Titans cartoon, in an interesting variation, introduces the bad guys Mammoth, Gizmo, and Jinx this way.
The Batman Beyond Episode "Terry's Friend Dates a Robot" opens with him training against Robotic versions of Classic Batman villains.
Defenders of the Earth did this several times.
The Legion of Super Heroes cartoon used this for the first season finale's cold open.
An episode of Young Justice has one of these as the plot of the whole episode. The team (and therefore the viewer) doesn't know that it's fake due to the emotional distress of their psychic teammate.
An episode of The Venture Bros begins with the Monarch and his flunkies doing one of these, although a screw up cut the clip from the aired episode (although it's on the DVD and appeared on the online 'broadcast' version).