I really hope this will be in a local theatre.  Trailer here on Apple's trailer site.

Update June 22: The Lefsetz Letter reviews It Might Get Loud.

"It Might Get Loud" is a summit meeting between three legendary guitarists, Jack White, the Edge and the aforementioned Mr. Page.  They ultimately unite for a confab on a soundstage in Burbank, where they ruminate on where they’re coming from and eventually play a great take on "In My Time Of Dying" and a superfluous, weak "The Weight".  And in between, we go into each of the three’s roots.