Even though State of the Union doesn't premier on Showtime until March 30, the first episode became available through On-Demand today. I recorded it and did some screencaps off of it. I've also extracted a video with Scott's portion on it.
You can download the video here:
http://download.yousendit.com/F16E3A581D4DC8E8 And you can see the screencaps here:
http://sbscreencaps.com/episode_01.htm