The azimuthal elliptic asymmetry v2 observed in heavy ion collisions, is usually associated with properties of the medium created in the final state. We compute the azimuthal asymmetry which is due to multiple interactions of partons at the initial stage of nuclear collisions, and which is also present in pA collisions. In our approach the main source of azimuthal asymmetry is the combination of parton multiple interactions with the steep variation of the nuclear density at the edge of nuclei. We apply the light-cone dipole formalism to compute the azimuthal asymmetry of prompt photons yield from parton-nucleus, proton-nucleus and nucleus-nucleus collisions at the RHIC energy. (C) 2008 Elsevier B.V. All rights reserved.