Half-Life 3 is official(wait for it)ly trademarked in the European Union. NeoGAF users (via Polygon) spotted the registered trademark from Valve with the European Union's Trade Marks and Designs Registration Office, which was filed on Sept. 29.
The European registration filed through a Spanish representative is for " Computer game software; Electronic game software; Downloadable computer game software via a global computer network and wireless devices; Video game software," and "Provision of on-line entertainment; provision of computer and video games and computer and video game programmes from a computer database or via the Internet."
No equivalent trademark has appeared on the U.S. Patent and Trademark Office's online register.
This doesn't mean a Half-Life 3 announcement is pending, of course--it could just be Valve getting in on the mark early to ward off squatters. At the very least, it lends credence to the idea that the next Half-Life (the first since 2007's Half-Life 2: Episode 2) will drop the episodic nomenclature.