Edit: found the video of the demo levels that shipped with very early UE3 https://www.youtube.com/watch?v=1m7T5ay_8DI
However UE3-generation games that finally shipped had none of the visual effects from the early demos. The multicolored shadows could only be rendered with multiple passes, at least one per light, which proved to be too expensive for larger dynamic game scenes. It took years of work from the demo to shipped games, and an army of unnamed engineers to wrestle the technology into a product.
UE4 had a great early demo of dynamic global illumination using something like voxel cone tracing if I remember correctly. To my knowledge that tech demo was never incorporated into the engine and never shipped.
Epic is famous for their demos, and I love them for it... at least now that I no longer work professionally in that field. If anything it charts a long term technical direction for interactive entertainment.