Continuity mistake: After Batman rescues Vicky he has a voice remote for the Batmobile. As the car approaches he orders the car to stop by speaking into the remote and then lowers it to his side. When the camera shot changes showing the car stopping right in front of him, he is still holding the remote to his mouth. (01:09:20)
Continuity mistake: When Joker is at the top of the building and taunting them, his chin is red (presumably from his blood when Batman socked him in the jaw.) After he falls off the building, and we see him lying on the ground, his chin is not covered in blood like it was before. (01:50:45 - 01:54:35)
Visible crew/equipment: When Batman comes through the skylights in the museum just after Vicki throws water on Joker's face, you can see the stunt cable that lowers Batman down. Batman does use a system of cables and grappling hooks because he has no superpowers, but the cable lowering him down disappears as soon as he hits the ground. It was used to lower the actor down safely, not the character.
Continuity mistake: Towards the end of the gunfire exchange scene at Axis Chemicals - from the point at which Joker was pondering an escape on the catwalk until Batman turns around to see the shadow of a police officer closing in on him - notice how the exit bears an altogether different appearance between views. (00:27:35 - 00:29:40)