Some of it is suspension of disbelief (Shoot if Phoenix Jones exists in real life, I'll allow for Batman to exist in a movie), but sometimes you have to wonder. For example:

1. The stock exchange bankruptcy. Guys break into the stock exchange with Waynes fingerprints and bankrupt him. Put that in front of any judge and that'll be reversed in minutes. He might not get his money back instantly, but c'mon. Seriously.

2. There is a TV with cable and electricity in the prison pit. Let the logistics of that sink in.

3. Bruce is thrown into this prison pit without his magic leg brace (remember how he had no cartilage in his knee?) and climbs out... What?

4. Every cop in the city goes into the sewer at the same time because I don't know why (911 calls, what are those?). Why not call in the Army, Marines, etc.?

5. The end explosion. Oh lawd don't even get me started there because there is too many ways that this is a problem. Lets just say there won't be a fourth movie because everyone in Gotham got cancer from radiation and died, and leave it at that.

Those are just the glaring problems.