Boat Intro - No idea, maybe a flashback intro similar to Uncharted 2, the shipwreck as they land on the island they spend the early game searching for? If not, it could be the PSX 2015 demo, which features a boat fairly prominently and clearly Nathan works in the docks.
Orphanage - This will clearly be the flashback section we've seen
Prison - If the 'Boat Intro' is the PSX 2015 demo, then this will be a flashback. Either how Sam 'killed a guard' (could have been a prison guard) that LED to him going to prison. Or more likely a snapshot of his time in prison.
Dive - I assume this means 'dive', like a scummy bar. Some exposition. No doubt Sam explains how he needs Drake's help. Could also be a flashback if the PSX 2015 demo is part of 'Home'
Home - I am guessing this is the section we've seen with Elena, (possibly encompassing the PSX 2015 demo too). Elena is going to be lied to about a job in Malaysia and Sam and Drake will be planning to go.
??? Prison - Maybe a flashback to Sam's time in prison. But in the PSX 2015 demo he also says he needs help, so it's more than possible he needs some help tying up some loose ends having just got out of prison
Auction - This is when they first bump into Nadine Ross as seen in the Nadine Ross reveal and associated footage, clearly they are looking for something Sam has some info about, and they're trying to steal it, but Nadine's also looking to acquire it as she says "give me the artifact".
Scotland - We've seen this in the story trailer. Thought it'd be more of an end-game location, but it looks great. Presumably the artifact they stole allows them some knowledge in Scotland, that leads them to...
Madagascar - So they start out exploring the 'Twelve Towers' we've seen in the most recent demo. What they discover there is probably what points them to their next step in finding Libertalia. At some point though Sam gets separated from Drake and Sully, possibly because of Rafe/Nadine's troops?
City - The city, I'd presume is the jeep chase from the E3 2015 demo. They end up hooking up with Sam again, and Elena crashes the party. I would also guess that Elena only shows up here momentarily, to scold Nate.
Open Water - This is the section we've seen in trailers where they are on a boat in the middle of nowhere, trying to track down Libertalia. At some point they are ship wrecked.
Island - This starts with Nate waking up on the shore as seen in the first ever teaser at E3 2014, and then continues onto the vertical slice we saw at PSX 2014. Nate explores the island, bumps into some mercs and then finds Sam. Camera pans up to show...
Colony - We've seen the snippet of them discovering the 'Colony' in the trailer.
After this, I'd argue we know nothing more. We may have seen snippets in trailers. Ship graveyard specifically makes me think of the underwater clip we've seen, but you never know.
Manor
River
Sunken Ruins
Passage
Ship Graveyard
Cave
Epilogue
_/¯
