The music in the frantic shootout in Episode 16: Three Minutes To Midnight. The way the Joker is shooting at the cops and killing them professionally like he's just doing it for kicks, or he's been doing it all his life, or it's a job. Remember the episode with Bullock and Corrigan interrogating him? One of those cops was Bullock's partner.
"And we do the hokey-pokey and we turn around..." he mutters, just before he starts firing short, sharp bursts.
Oh, and next episode, it's revealed that Joker had had an encounter with Batman and got shot point blank in the arm by Harleen before this happened.
In Episode 17: Joker crashes the wedding, kills the priest, and then kills the groom, and just when it appears that he's going to kiss Harleen we hear the sound of breaking glass...and then the lights go out.
The fact that "Further Evidence #2" consists primarily of just a guy talking to a camera underscores the good acting it consists of.
17. "You know what they say about payback, right? It's a bitch puddin."
The story Joker tells Pearl about how he got his scars. The awesome part is how it seemed so natural that it could have very well been inserted into The Dark Knight itself.
Near Death Experience: It's a call back to so many previous episodes in a terrifying, exhilarating spectacle, with a truly brilliant finale.
In Axes & Allies, Batman used his criminal alias Matches Malone to infiltrate Arkham Asylum, survive an attack by the Phantasm, and disappear long enough to put on his Batsuit, all while the Dark Knight theme music plays triumphantly.