Challenge Rooms are a separate part of the game that give players a "concentrated dose of the BioShock gameplay experience." The levels present players with different obstacles to overcome, ranging from problem-solving to more straight-up combat sequences. Challenge Rooms do not appear within the game itself, but are accessible instead from the main menu via the "Downloaded Content" option.
"Challenge Rooms are designed to be outside the BioShock narrative," 2K Games Senior Producer Melissa Miller says in the video. "They're the pulp adventures in Rapture. They retain themes of Rapture, visually and gameplay-wise, but they're not trying to retrofit new story or new levels into the existing game."
In one example, a Little Sister is stuck atop a ferris wheel and can't get down. The player must find a way to provide power to the wheel's controls in order to bring her down, but obvious power sources aren't available. Players must "think creatively to find all the other ways they can generate electricity in the game."
A high-res version of the video is available at GameTrailers.