Where does the Joker go after Batman and Rachel fall off the balcony in the Harvey Dent campaign party scene? That will always bother me, but the movie is entertaining enough that I let it go.

After that, it gets pretty nitpicky. I get why people didn't like TDKR, but him leaving the pit and showing up in Gotham is a complete Batman move and people harped on that a LOT. If they showed him hopping on cargo boats and shit everyone would whine. Plus in BB he leaves Gotham with nothing, finds Ra's al Ghul, AND makes it back to Gotham with seemingly nothing, yet those folks tend to think it's the best movie in the series and never bring this up.