Just got my 360 a week ago and loving it So far been able to download everything without any problems except from the HD trailer for Pirates of the caribbean. It starts then just after it gets to 1% it tells me it cannot download the file.
You're not alone, had the same problem here despite having 11gb free. I did download the HD trailer for "A Scanner Darkly" which looks interesting. I tried the HD Pirates trailer several times before giving up.