Uh no, I bet it's not lightmaps. For non-destructable/movable geometry (e.g. buildings, ground, walls, etc) I bet they are using "pre-baked" shadow volumes. For the rest it is either stencil shadow volumes or shadow buffers. You can clearly see this in both the last Halo2 trailer and in the recent E3 one. Every dynamic object casts shadows and self shadows dynamically. Vehicles, turrets, people, etc.
In the original Halo2 trailer, even fixed geometry in the walls was seen self-shadowing. But that was an indoor map. In this footage, it's hard to tell. I tried to see if any of the highway overpasses, street lamps, or other fixed geometry was casting shadows when explosions went off, but couldn't tell.
It's possible that it doesn't occur with fixed immovable geometry in game, but can occur in cut-scenes, since you can predict ahead of time each dynamic light and do some preprocessing.
I really don't care if Halo2 isn't as "full" of a lighting model as D3. The issue is how you use what you've got, and Halo2 seems to be using it pretty well.