Although filming began in Iceland, stepping in for the Asian hideway of Ra's Al Ghul, the shoot took place mostly in the U.K., both at Shepperton Studios and the vast Cardington Hangers, where the Narrows and whole streets of Gotham were built from scratch (Nolan has since made those studios his home away from home, with enormous sets for all the subsequent Batman movies, and "Inception," constructed there). But even for such a huge movie, Nolan kept a personal touch, nodding to his roots. The Gotham City exteriors were shot in Chicago, where the American side of the director's family hails from, while Nolan shot the Gotham courthouse in buildings of University College London, his alma mater (he started shooting debut "Following" while still there), and has returned to Bloomsbury for both Bat-sequels, and "Inception." That wasn't the only nod to his low-budget debut, either -- two of the film's leads, Jeremy Theobald and Lucy Russell, cameo in the "Batman Begins" (Theobald is the younger water technician in the film's climax, Russell actually has the second-largest female role in the film, as the Gothamite that Bale has dinner with later on). And if you're wondering where Alex Haw, who played Cobb in "Following," was? Haw was never a professional actor, simply a friend of Nolan's, and became an experimental architect.
Watching Christian Bale across the last seven years on screen has been like watching Matthew Perry in the last few seasons of "Friends." Bale has veered from bulked-up action hero in the Batman movies to dangerously-thin in "Rescue Dawn" and "The Fighter." He was in the latter mode when he was cast in Batman, as he was wrapping up work on Brad Anderson's psychological thriller "The Machinist." Nolan told Bale to get "as big as possible," and the actor took him at his word, but as production came nearer, they realized that the actor might have gone too far. Emma Thomas recalls on the DVD wondering "Is he gonna fit the batsuit?," and Bale himself remembers crew members he'd worked with before joking to him, "Bloody hell, Chris, what are we doing, Fatman or Batman?" Given that he had to be a martial artist, rather than a brute, Bale managed to slim down enough before production that all was well. As for the martial arts itself, the film utilized the Keysi Fighting Method, created by Justo Diguez and Andy Norman. Blending a number of styles, and designed to be used in close quarters, and utilizing whatever weapons you can find to fend off attackers from any angle (even if you're sat down), the technique was popularized by its use in Nolan's films.