Minor Plot hole: At the beginning of the movie, the Joker inserts a grenade in the Bank's manager mouth. There was nothing holding his hands together or the grenade in his mouth. Why did he keep it there? Grenade fetish perhaps.
Minor Plot hole: The joker escapes the bank in a school bus conveniently placed in a gap of other school buses that don't seem to mind another bus coming out of a bank's wall. Since the movie's soundtrack feature voices of kids in the school buses, we know the drivers are not part of his plan.
Minor Plot hole: Batman goes to Hong Kong to capture Lau. He succeeds by using a skyhook. However, it is impossible that the Chinese's government would let an unknown/American plane fly over Hong Kong without having it redirected or taken down by military jets.
Major Plot hole: The Joker's plan is beyond human. He knows Batman is gonna save Harvey so he shoots a bazooka in the direction of Harvey's vehicle because he knows Batman is gonna jump out of nowhere to intercept the shot. He knows how quick Batman is and how a-little-less-quick the police is so that he can send Batman to save Harvey and send the police to fail to save Rachel. And worst of all, he knows that a police officer will stay with him INSIDE his prison cell so that he can take him hostage and eventually kill everyone. If the police officer was not retarded, he would have been watching him from outside the cell, from the other side of the mirror-window.
Plot contrivance: Batman saves Rachel from a deadly 60-stories free fall by transforming his cape into a parachute of pure shit to slightly reduce the speed of their fatal vertical dive into a car.
Plot contrivance: When the Joker made his attempt on the life of the mayor, no policemen noticed that the honor guard were suddenly totally different people that no one knew? A threat has been made on the life of the city's leader and the security is lax enough for the honor guard to be kidnapped with no one knowing and a new team of guys to take their place... no one notices?
Plot contrivance: When the cops are transporting Harvey Dent, the street is blocked off by fiery wreckage, forcing them to go into the tunnels -- except the other side of the street isn't blocked at all. I mean, the street were barricaded off, so no traffic coming the other way -- why not just go around that side and skip the tunnel altogether?
Plot contrivance: In the scene when Batman flips the Jokers truck, the Joker stumbles out the wreckage followed by two henchmen in masks. After Batman crashes his bat-bike thing, one of the henchmen attempts to remove Batman's mask and gets electrocuted, suddenly Gordon appears shotguns blazing to hold up the Joker, but the second henchman does nothing and simply disappears? This is good allegiance if ever I saw it.
Plot contrivance: Right after Batman saved Rachel from her fall, the movie cuts to a completely new scene the next day. We never know what happened to the Joker in Wayne's Mansion who was still trying to find Harvey Dent.