This is in response to a question posted on the RtM preview asking about if Sauron was in Dol Guldur at the time of the Hunt for Gollum.
He wasn't actually. 2941 of the Third Age was the year that Bilbo and the Dwarves went to the Lonely Mountain and all the events of the Hobbit took place, including Bilbo finding The Ring. When Gandalf leaves the Dwarves at the edge of Mirkwood he goes down to meet with the White Council (Galadriel, Elrond, Radagast, Saruman, Celeborn) and they decide to attack Dol Guldur. Sauron feints defeat but was actually preparing to move back to Mordor at this time. One of the cool things about The Hobbit movie that's coming up is that Peter Jackson is going to include this attack on Dol Guldur!
So then in the years when the game takes place, 3001-3018, Sauron is already in Mordor. This is why we could actually get out of Dol Guldur when we had to rescue one of our friends there, there was only a measly Ringwraith in charge of Dol Guldur, ha ha. And this is why the previews talk about Sauron being in Mordor
check out: http://en.wikipedia.org/wiki/Timeline_of_Arda#3019
if you want to read more!