A 'sneak preview' of a movie is a showing of the movie to a small number of select audiences, before the official, big release of the film to all movie theaters. It is used to test the reaction of people to the film or to treat a special select audience.
"Audiences that were shown a sneak preview of the film in a small number of selected theaters had a positive reaction to the film."
"Friends of the director were treated to a sneak preview of the film in his private studio theater."