I haven't seen My Name is Khan, but I'm told that Shah Rukh Khan's character makes a big deal out of the pronunciation of his name. "Khan, from the epiglottis," he keeps saying.
He's confusing epiglottis with uvula; at the end of the trailer (2:49) he pronounces the name with a uvular fricative. The uvula is the thing hanging at the back of the throat that cartoon characters grab when they get eaten by bigger cartoon characters.
Altho the Hindi-Urdu sound (written ख़/ﺥ) is sometimes pronounced as a uvular, most sources I've looked at say that it is not uvular, but velar. The velum is the soft palate. At the beginning of this promo (0:14), Khan pronounces the name with a velar fricative.
So what is the epiglottis? It is a bit of cartilage located just above the larynx that is thought to protect the trachea when we swallow. Speech sounds made with the epiglottis are extremely rare. They can be found in the Caucasian language Agul.