4REALZ!
http://www.youtube.com/watch?v=nj2hewPBQh0
Notice the stuffed animal the girl is carrying. It looks vaguely like a Big Daddy, so we can assume that she's a little sister we set free (Though it'll be confusing if someone plays Bioshock 2 but never set a little sister free in the first Bioshock, but now a preteen.
Also, we can assume that this takes place AFTER Bioshock, so it's not a prequel or parallel game like many people speculated.