Spoiler: The Bat Cave is underneath St. Charles Air Line Bridge!
In The Dark Knight, the Second City had the second best performance and possibly the second strongest personality.
The map shows the Chicago shooting locations used in the Christian Bale/Heath Ledger The Dark Knight. Each marker has a screencap of the location as used in the movie.
The websites Itsfilmedthere.com and Movie-locations.com were very helpful. If you are interested in locations for other movies, have a look at those sites.
Find this map with other points of interest on The Map or contact me for a guided bike tour that includes these locations.
Sources: Screencaps / Movie-Screencaps.com , Nicolas Mollet’s Maps Icon Collection