Trivia: To prepare for his role as the Joker, Heath Ledger lived alone in a hotel room for a month, formulating the character's psychology, posture and voice (the last one he found most difficult to do). He started a diary, in which he wrote the Joker's thoughts and feelings to guide himself during his performance. He was also given Alan Moore's comic "Batman: The Killing Joke" and "Arkham Asylum: A Serious House on Serious Earth" to read. Ledger also took inspiration from Alex in A Clockwork Orange(1971) and Sid Vicious.
Trivia: Off-duty Chicago Police Officers along with Officers from Elyria OH, Hammond IN, Buffalo Grove IL and Joliet IL played Gotham Police officer extras.
Trivia: While in the nurse uniform, The Joker's name badge says Matilda. This is the name of Heath Ledger's daughter.
Trivia: The tall building overlooking Gotham City that Batman perches himself on while deep in thought is actually the Sears Tower in Chicago (mentioned in making-of TV special), where most of the film was shot on-location.
Trivia: In the banquet scene, when the Joker and his troop arrive, the man that the Joker says reminds him of his father is Senator Patrick Leahy of Vermont. Senator Leahy is a huge Batman fan and has lent his voice to the animated series and also had another small cameo appearance in Batman and Robin.
Trivia: When the Joker crashes Bruce's party and threatens Rachel with the knife, it was the first time Maggie Gyllenhaal had seen Heath Ledger in his make-up. When the Joker cups her face in his hand and says "look at me", that was improvised by Ledger because Gyllenhaal was so frightened by his appearance that she was trying to look away.
Trivia: Robin Williams, Lachy Hulme, Paul Bettany, and Adrien Brody all expressed interest for the role of the Joker before Heath Ledger was cast.
Trivia: The creepy way the Joker sucks at his cheeks was the result of Heath Ledger playing with the makeup they put on him. He did it constantly and the director thought it was so strange looking that they left it in as a character idiosyncrasy.
Trivia: This marks the second time movie characters adapted from another source have lept off the Two-ifc, the world's third or fourth tallest building, in Hong Kong. (The similar-looking building that Batman enters is the building's shorter and earlier-constructed twin, the One-ifc.) The first was in Tomb Raider: The Cradle of Life in which Lara and Terry Sheridan leap off the still-under-construction building to escape their pursuers.
Trivia: In the restaurant scene, right when it begins with Harvey and Rachel talking, if you look to the bottom right of the screen, Heath Ledger, who is not wearing the Joker makeup, is sitting at a table with someone. [This is up for debate, as it's a strong likeness but not definitively him. Regardless, worth a look.]