This film is being presented as a post 9/11 allegory, and maybe it is, but the message is really unusual and controversial.
The film revolves around three main characters: Bruce Wayne is Batman, a billionaire bachelor who gets his kicks by strapping on body armor and beating up bad guys. The Joker is a psychopath in clown makeup who likes stabbing people and blowing stuff up. And Harvey Dent is the hard-driving district attorney who, after initially providing hope that his organized-crime crackdowns can clean up Gotham, is ultimately disfigured by the Joker and goes crazy, becoming the villain "Two-Face."
In the allegory here, Dent represents orderly process, Batman represents unrestrained force and Joker represents terrorism.
Dent is everyone's ideal of the solution he represents, but, when applied to the Joker problem, Dent falls short. He is ineffective against the threat and ultimately corrupted by it. The idealization of Dent and his fall both inherently reflect the filmmaker's opinion of the institutions he represents. It's all well and good to talk about rights and process and everybody wants that in an ideal world, but in Nolan's worldview those ideals can't go to where the terrorists live and put the jackboots on their throats. This is best exemplefied in the party scene, where, as soon as trouble arrives, Wayne locks Dent in a closet and starts beating the shit out of people.
This isn't countered either, by Dent's early success in locking up a bunch of mobsters; first, that achievement relied on Batman's extrajudicial kidnapping of the mob financier, and, second, that just mirrors the Bush administration-type argument that the Constitution and the mechanisms that operate within it are sufficient for ordinary problems, but that terrorism presents a special circumstance that requires special expansion of executive power.
And, granted, the Joker problem can't be solved costlessly by Batman, but it can't be solved at all by Dent, who is ultimately exploited in service of Joker's agenda. And the ultimate costs are Joker costs, rather than Batman costs; a more reasonable conclusion of this parable is that Batman gets rid of the Joker, but the city is left with a Batman who peers into bedrooms and listens to their private conversations on his Bat-wiretap, and beats up whoever he feels like.
The Joker suggests, at one point, that the Batman is bound by rules, but those rules are far less restrictive than those binding Dent and the rights-respecting process he represents. Yet Batman engages on multiple occasions in illegal and tortuous interrogations, commits a criminal, extrajudiciary kidnapping on foreign soil, and builds a rights-invasive surveillance system with the capability of producing sound and images of the entire city, a system so offensive to the basic notion of personal privacy, that Nolan had to write in Lucius Fox objecting to it on moral grounds. This Batman is the Donald Rumsfeld of superheroes. But Nolan gives a total pass to the scariness of the power exerted by Batman, by portraying Batman as being unfailingly noble and fair in his exertion of extrajudicial force and unwarranted spying.
The guy is about one temptation away from being the worst possible supervillain Gotham could have. Arguably, the only difference between Batman and the villains he fights is that Bruce Wayne's vast legitimate wealth gives him a powerful interest in maintaining stability and the status quo, which counterbalances his vengeful rage over the murder of his parents.
Yet, because Nolan makes him chaste and measured and Christlike, he undercuts the magnitude of the power Batman has seized for himself. Instead of a fascist dictator, Nolan's Batman is a philosopher-king, ultimately sacrificing himself and taking on the mantle of the outcast to protect the reputation of Harvey Dent and be "the hero the city deserves."
As a practical notion, most people to the left of Attilla the Hun would find the notion of this kind of a hero least somewhat troubling, and if Nolan invites us to take Batman seriously, he needs to address these issues.