Trivia: Annette Bening was cast as Catwoman but after becoming pregnant was replaced by Michelle Pfeiffer.
Trivia: The shot where the monkey walks down the stairs to give The Penguin the letter from Batman took many shoots to complete, because Danny DeVito's makeup frightened it.
Trivia: At the beginning of the film, Paul Reubens makes a brief cameo as The Penguin's father. He'd later go on to play the same part (if very different characterisation) in the TV series "Gotham".
Trivia: Sean Young very much wanted the role of The Catwoman. During pre-production she arrived at the studio in a Catwoman costume to confront the makers of the movie. She used other people scouting the studio grounds, using walkie-talkies to communicate, to track down the producers.
Trivia: Michelle Pfeiffer has stated that they put tuna in her blouse, so that the cats would climb all over her in the alley, in the shots where they resurrect her as Catwoman.
Trivia: Christopher Walken's character, Schreck, is German for the word terror. Also, the same name, Max Schreck, was the real name of Count Orlok in the 1922 movie Nosferatu.
Trivia: The massive Gotham City sets were all constructed so that could be mobile, and they were often shifted between days of filming. Michelle Pfeiffer said in an interview that she routinely got lost on her way to filming each day, because she couldn't find the correct set.
Trivia: Michelle Pfeiffer said that she went through roughly 60 catsuits during the 6 month shoot. Each one cost $1,000.
Trivia: Probably in order not to spoil the effect, Danny DeVito was forbidden to describe the Penguin's makeup to anyone, including his family.
Trivia: Robin was originally supposed to be in this film, but was cut at the last minute. His story was that Penguin killed his family during the circus, and wanted revenge, but too many elements of revenge already existed in the film and it would have been overwhelming.
Trivia: When Michelle Pfeiffer's confronted by Christopher Walken in his office (while she's sat down), the shadow cast around her eyes by her glasses resembles the angled Catwoman mask.
Trivia: During the initial attack by the circus gang, you can hear a snatch of "Making Christmas", which is a piece of music from Tim Burton's "The Nightmare Before Christmas", also scored by Danny Elfman.
Trivia: The Christmas ball scene is symbolic: since it is a masquerade party all the guests are in disguise. The only guests who aren't wearing masks are Bruce Wayne and Selina Kyle. This implies that their real personalities are Batman and Catwoman respectively, and that their public persona is the real disguise.
Trivia: Michelle Pfeiffer actually became quite skilled with her bullwhip behind the scenes. In fact, the scene where she whips the heads off the mannequins one after another was 100% real, and accomplished in only one take with multiple cameras set up. As soon as "cut" was called, the entire crew burst into applause, shocked by how precisely and perfectly she nailed the scene.
Trivia: The film initially had a rather lucrative McDonald's Happy Meal tie-in which included "Batman Returns" toys with every meal. After the film was released, parents complained about its dark imagery and cynical themes, and McDonald's began to re-market the toys as simply general "Batman" toys as opposed to "Batman Returns" toys. The toys themselves were considered something of a rarity for some time, as a rumor was started that McDonald's pulled the toys from market.
Trivia: Dustin Hoffman was the first choice to play The Penguin.
Trivia: Neither Tim Burton nor Michael Keaton had been signed up in advance for a sequel. Burton came on board only after the script met all his demands, whilst Keaton only agreed to do the second film after a serious hike in salary.
Answer: Nothing was stopping them. After Penguin's true nature was revealed, they most likely started searching the entire sewer system but couldn't find where his lair actually was so they had no choice but to give up.