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Okay. Before I even start writing, I want to make something clear. There are Dark Knight Spoilers ahead!
Not everyone gets the chance to see movies in a theater. I do not want to spoil this for anyone. There are just some issues that need to be brought up.
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Introduction
As The Dark Knight begins, Batman is a hunted vigilante. As it ends, he is wanted for several murders above and beyond his former status.
The police in Gotham must be incompetent to continue the search for more than a week after the events of TDK and not come to the conclusion that Bruce Wayne is the Batman.
Weak Alibi
Bruce Wayne is seen near China. Batman is seen in China. While a plausible cover was created, this circumstance is still a clue in the bigger picture.
Double-Wide Phone Booth
Bruce Wayne enters a hole in the wall in Wayne's Apartment. Batman emerges from nearby. This is the weakest evidence, but still unnerving when laid along side everything else.
Fingerprints
Bruce Wayne, minus any gloves or noted protection for his fingers, enters a room filled only with hostages and a booby trapped window. Blindfolded hostages, of course. Being the brilliant detective that he is, Bruce handled the equipment and the hostages with his bare hands.
Did he stick around to clean up when the bullets started flying? Probably not.
Mister Reese, A Tale in Two Parts
Part 1 A squirrelly sort of accountant working for Wayne Industries makes a very public claim that he quit his job and is about to reveal the true identity of the Batman.
Part 2 Who should walk away from causing a car accident with the police vehicle carrying Mister Reese but - once again - Bruce Wayne, CEO of Wayne Industries?
Conclusion
One might argue, But the police are corrupt! The corrupt ones hate Batman the most. The good ones still have a job to do. Somewhere in the middle, these pieces should be easy to put together. The assault against his former employee at a sensitive time should raise many, many red flags. Add Fingerprints to the mix, and Bruce might just want to point his yacht toward Roman Polanski's house for an extended stay.
That is, unless, he applied some Bat-Fingerprint-Disguise Spray on his way to the crime scene.