With the conclusion of Nolan's Dark Knight movies, we are now able to look at all three movies as a single entity, broken up into three parts (acts, if you will). Is there a specific theme, or set of themes, that span the entire trilogy?
Answer
Chaos and Anarchy are the greatest overarching themes of the entire trilogy.
In Batman Begins, we are presented a Gotham that is seemingly serene, as we witness a young Bruce playing in his garden, blissful and happy. Until one fateful night, his parents are taken from him in a drastic event that spirals his world completely out of control, into chaos. We are then presented the true chaotic nature of this Gotham city. Ruled by the unjust, criminal, and greedy, being sent into a downward spiral into total anarchy.
Even when Bruce returns, he is faced with a city that has only descended further into these two states. Surrounded only by criminals, anarchists, and agents of greed, he dons his mask and starts to clean up the city to the former glory we see at the beginning of the movie. After all is said and done during these events, we get a small glimmer of hope that the city can be restored after his triumph over the League of Shadows, only to be shown the hint of the true Agent of Chaos...
Enter The Dark Knight. Again, we are presented a Gotham that has recovered and is limping on from its chaotic period, only to be driven mad by the true chaotic force, the Joker himself. The Joker tests the city by bringing in his own reign of chaos, pitting ordinary citizens with disruptive and morally grey choices. Only to incite Anarchy at the end by trapping the city within itself, a repeat of past events from the League of Shadows.
The Joker then turns Gotham's greatest hope onto his side. By decimating Dent's sanity, inciting him to introduce his own version chaos, using the excuse of fairness and chance above all else, ignoring the proper system, delving into a false Anarchy, lead by a coin and anger.
This movie presents the ending the same, just when the audience think the threat is over with the apprehension of the Joker, he reveals his "Ace in the Hole". A just man turned to chaos to overthrow Batman's plans. While we see the cover up as successful, it is not without it's own consequences....
Finally, we wrap up with The Dark Knight Rises. We enter our heroes, again in a serene state, albeit decaying. Hints of uprising and plotting drive the Batman out of his vacation and hiding into what is truly going on. A plot to incite anarchy throughout the whole City of Gotham.
Bane's breaking of Batman only serve as a foreshadowing of what his true plan is; breaking Gotham. By using the bomb, Bane turns Gotham into a City-State, ruled only by the people as they see fit. Money doesn't matter, order doesn't matter, only the majority matters, and the majority wants anarchy.
Whether either theory is correct about Bruce Wayne's survival of these events. One thing remains clear; his acknowledgement that there will always be a need for a hero against the chaos and the anarchy. That there will always be a need for a silent protector, a Dark Knight. Hence his appointment of Robin John Blake as his successor, to ensure, alive or dead, Gotham has hope against any who decides to continue to place the city into chaos or anarchy.
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