Batman Begins was filmed on Iceland's Vatnajökull glacier, at Mentmore Towers and Cardington in England, and on the streets of Chicago, including Lower Wacker Drive and the Franklin Street Bridge. Gotham City is a patchwork of real places.
This route follows the story from the League of Shadows in "Bhutan" to Wayne Manor, the Tumbler chase and the Narrows, with the real site behind each scene.
Gotham is Chicago. The film shot most of Batman's city on real streets and buildings in the Loop, dressing them up as Gotham, then flew the crew to Hong Kong for its one overseas detour. This route follows The Dark Knight in order, from the bank heist that opens it to the rooftop where Batman and the Joker have their last fight.
Along the way: the disused post office that doubled as a bank, the glass office where Wayne holds a fundraiser, the financial street of the convoy chase, the hospital the Joker destroys, an old Chicago bar, the pier where two ferries wait, and Hong Kong's International Finance Centre.