Nolan's Batman trilogy definitely calls on multiple cities to stand in as Gotham. In the first film and the second, it largely seemed to be Chicago. And you can totally spot a lot of distinctive Chicago landmarks: bridges over the Chicago river. Buildings that are an indelible part of that skyline. The elevated train and the roads underneath them. And even the fire escapes / back stairs like those on Jim Gordon's apartment are something you see a lot in Chicago buildings. It's interesting that Nolan decided to change things up after making Chicago stand in for Gotham as he did. But seeing how the third act of The Dark Knight Rises transpired, Gotham clearly had to be an island city in order for that plot device to be carried out. In that respect, Chicago just doesn't work.
The third film seems to be much more of an amalgam. Chicago seems to have fallen by the wayside in lieu of Pittsburgh and New York. Most of the bridges, skyline and riverfront are totally NYC. The aerials even show 1 World Trade Center which is still under construction. Lower Manhattan is part of the location for the Stock Exchange heist. And the establishing shot that shows Wayne Manor sitting on the cliff across the river from Gotham is clearly set on New Jersey's Palisades cliffs near the George Washington Bridge.
The neighborhood scenes look much more like Pittsburgh. Obviously, Heinz field is in there, too. And some of downtown Pittsburgh seems to be the location for the police chasing Batman on the Batpod.
As for the movie? I thought it was a good final act in the trilogy. Granted, I'm coming from a place where I didn't have much of a history or connection with Batman comics. When it came to comics, I was far more into reading Marvel titles. I think that Nolan was interested in a character arc for Bruce Wayne that had a clear beginning, middle and end. And I think that part of the story arc was that NOBODY, in the real world, could continue with such an obsession to be a vigilante like Batman indefinitely. Not even a billionaire like Bruce Wayne.
I like the fact that we hadn't seen the last of the League of Shadows. The League certainly seemed larger than just Ra's Al Ghul and the henchmen that were brought to Gotham in Batman Begins. Tying Bane and his partner to the League presented a viable threat to Bruce and Batman since they know who he is, and his alter ego couldn't protect him or his loved ones the way he might have intended.
As for the end of the film? I don't think it's worth getting into the physics/timeline of flying a bomb far enough offshore to get it to a safe distance. I was more tied up in the fact that Nolan had established a real sense of jeopardy for Batman. That, and the fact that for a while the audience really seemed to think that he had made the ultimate sacrifice in order to save the city. It was not a happy ending in any sense of the word. And perhaps that's why not everyone is onboard with this final chapter in the trilogy. But I have to respect Christopher Nolan for bringing us a more complicated and dark interpretation of the Batman character, and treating the audience like adults.
As for Joseph Gordon Levitt's character? I really thought that they were working towards him taking on the Robin role. But the end of the movie changed that for me when he found the cave. I almost have to wonder if Warner Brothers put some serious pressure on Nolan to give them some sort of sequel option they could use if they wanted to continue on wiht the Batman franchise given the continuity that he had established.