The film ends by showing us that Bruce didn't pull a Heroic Sacrifice; he got the autopilot to work. Alfred finally gets his wish, as he sees Bruce in the way he'd always wanted to see him, smiling back at him, but the real kicker is that the woman with him is Catwoman, who's gone on to live a peaceful life with Bruce. It doesn't end there. Bruce makes sure to tell Commissioner Gordon that he's all right by fixing the Bat Signal, and Lucius Fox gets to figure the truth out as well when he learns that Bruce hacked the flyer to get the autopilot function working. We also find out that John Blake's full name is Robin John Blake, and that Bruce realized that Robin is a worthy successor and leaves the bat cave and the duty of protecting Gotham to him.
Especially the brief glimpse of Selina: even from behind we can tell that she's beaming and chatting happily with Bruce, the only time in the film we see her looking truly happy.
It's also the only time in the entire trilogy that we see Bruce looking truly happy and at peace.
Catwoman's entire motivation. All she wants is a clean slate and a chance to live a normal, peaceful life. In the end both Bruce and Selina start a new life together away from the troubles of their pasts.
Remember the first film? When Ra's mentioned that he had a woman he loved? She was willing to throw herself, when pregnant, into a hellish prison if it meant saving the man she loved. Oh, and that's not even the half of it. Bane realized that it was wrong to hurt such an innocent child, and he wanted to redeem himself by protecting it. That's right, folks. Bane wasn't the child who escaped from the prison, but the protector who allowed HER to escape. For that, he was horrifically disfigured, but she came back and freed him.
Playing on from that, when Talia is explaining that her protector was Bane, you can't help but feel some form of pity and respect for the brute who protected a young child from the horrific fate her mother suffered. Talia's also affectionately caressing Bane's face when fixing his broken mask showing the deep bond that the two of them still share.
Assuming that Bane really was born and raised in the prison, this adds another layer to his protectiveness of Talia. Being raised in such a dark, terrible place is what turned Bane into the monster that we see in the film, and he saw an innocent child, alone and afraid, like he was, and empathised with her. It's likely that Talia is the only person Bane has ever cared about, to the point that he was willing to fight off almost all of the other inmates, suffering an agonising disfigurement in the process, just so that she could have the freedom that was denied to him. And she came back for him, bringing the might of the League of Shadows to bear against the prisoners who injured Bane and murdered Talia's mother, asking Ra's to spare Bane. With all this in mind, it's hardly a surprise that he's so loyal to her.
Right before Bruce flies off with the bomb, apparently ready to sacrifice himself for the city of Gotham, Gordon mentions that he never cared who Batman was. Bruce says (basically) that it doesn't matter who Batman is. Batman can be anyone. Then, he tells Gordon who he is by quietly referencing that small act of kindness from so long ago: Gordon putting Bruce's father's coat about his shoulders when his parents were killed, and giving him a few warm words. It takes a moment, but as the Bat lifts, Gordon realizes who Batman is. It's both a heartwarming moment and a complete tearjerker.
Batman: A hero can be anyone. Even a man doing something as simple and reassuring as putting a coat around a young boy's shoulders to let him know the world hasn't ended.
Gordon:(stunned realization) Bruce Wayne...?
What makes it even better, is that the only time Gordon met Bruce Wayne as an adult in the trilogy was after Bruce wrecks his Lambourgini in the Dark Knight. Bruce has his playboy act going and convinces Gordon that he's a clueless, selfish idiot that doesn't even remember Gordon or what he did for him. So not only did he fulfill Gordon's wish of knowing who Batman is, but he redeemed Bruce Wayne, at least in the eyes of one person.
For all that happens later, Bruce's romance with Miranda/Talia is full of it. She helps bring him back into the world, and their Big Damn Kiss in Wayne Manor is pure heartwarming. When she suggests they run away together, and Bruce instead goes to fight Bane for the first time, it veers into Tear Jerker territory. Although the heartwarming is arguably diminished when, based on later events, you realize she was most likely only faking it to be able to twist the knife further — how better to break Bruce Wayne's spirit than for the woman he'd fallen in love with to be behind everything?
When Talia reveals herself and we see the flashback in full, Bane starts fighting off the men in the prison so that she could escape. When they pull away the cloth from his face, he meets her eyes and whispers, "Goodbye." It is by far one of the most heartwarming, tearjerking moments in the film because while Bane is still a ruthless mercenary, his motivation for destroying Gotham is completely understandable based on his devotion to Talia.
Literally tearjerking: it earns a tear from Bane.
The kiss and conversation, Selina gives Bruce before he hauls the bomb off into the bay. Especially since she initiates it and he doesn't pull away until she does.
Catwoman: You could’ve gone anywhere, did anything, but you came back here
The fact that Bruce still believes in Selina even after she hands him over to Bane. He admits he was "let down" but goes with his gut instinct that tells him there is more to her than a thief. Moreover, his faith in her is also what motivates her to save the city instead of running.
The Ominous Arabic Chanting featured in the trailers whenever Bane was shown was actually encouragement for prisoners attempting to climb out of the pit.
Also shows the difference to the prisoners in Bane's time; since they are all his victims, they want someone to succeed.
Additional layer of Fridge Brilliance. Banesprings the not-at-all innocent inmates from Blackgate, who he insists are innocent insofar as Harvey Dent's legacy is fraudulent. So Batman is Not So Different from Bane who is Not So Different from Dent, none of whom are as far from The Joker as they'd like to be... Damn.
On the meta side, there was speculation as early as Batman Begins that Robin was too unrealistically bright, in all senses of the phrase, and would never make it into the grim, realistic The Dark Knight Saga. Nolan and Bale themselves confirmed these rumors. But at the end of The Dark Knight Rises, John Blake is revealed to be a composite of Dick Grayson, Tim Drake, and Jason Todd. Not to mention his real first name is Robin.
The fact that Talia came back for Bane is heartwarming in of itself.
And the fact that she presumably went with him after her father excommunicated him.
After climbing out of the pit, Bruce tossed a rope down so that the other prisoners could escape.
Before someone assumes something wrong, it's stated those are Bane's prisoners, which are most likely all innocent.
Bruce's relationship with Selina when you realize that he's ostensibly everything she despises and he has every reason to hate her, yet he not only treats her with courtesy and respect (and, judging by her reaction, is possibly the first person to do so), but he still is willing to trust her and believe the best of her even after she betrayed him. No wonder she falls for him.
In the end, Bruce takes only one thing from his former life: his mother's pearl necklace, which Selina liked so much. Why? So he could give it to her legitimately.
Bruce keeping his mother's pearl necklace, which is the exact same or at least similar to the one that Chill killed her and Bruce's father over, tight in a safe so no one could take it, and his going to such great lengths to get it back when Selina steals it.
And now it is also a reminder of how Bruce and Selina have met each other for the first time. Sure, the circumstances here have been, uh... more than unusual, but you can't help but go "d'awww" over that.
One of the last scenes of the movie is the unveiling of a statue of Batman in what appears to be the court house. They wanted to make sure they didn't ever forget.
This bit of dialogue showing Batman's incredible devotion to Gotham and its citizens, no matter what he has to sacrifice to save them.
Catwoman: You don't owe these people anymore. You've given them everything.
Batman: Not everything. Not yet.
When Gordon lectures Blake about putting the heat on Batman for Harvey Dent, he says, "One day, you may face such a moment of crisis, and in that moment, I hope you have a friend like I did!" He had no idea who Batman was, but still thinks of him as a friend after eight years of disappearance.
The previously-jerkish Deputy Commissioner Foley turning up in the climax leading the police against Bane's army, while wearing his full dress uniform.
Even better: He probably has put on the dress uniform because of what Gordon had said to him earlier, while he was unsuccessfully trying to convince him to join La Résistance: That he doesn't exactly expect him walking around in his dress uniform, but that something has to be done.
When Batman creates his flaming, artificial Batsignal on the bridge, you'd expect Bane to be the first person shown to see it. But he's not. That honor goes to just an ordinary family, making it quite clear what the messageis.
The sheer joy on Gordon's face when he sees the repaired Batsignal and realises that it means Bruce survived. Ditto for Fox being told that the Bat's autopilot was fixed by Bruce Wayne and realising the same. These men thought a good man had died saving the city, only to discover that he had cheated death.
After the Colorado shooting, Christian Bale visits the victims of the shooting and takes time to leave flowers at the memorial site. Not only did he go by himself on his own time, he didn't tell the press about it.
The scene at the football stadium. The player who runs the touchdown and makes it to the end zone as the field collapses behind him? That's Hines Ward, Pittsburgh Steelers wide receiver at the time this movie was filmed. He was released from the team in March 2012, and after trying his luck in the free agent market, decided to retire. Although it was the smart move to let him go(at 36, his best days were behind him), a lot of people saw the decision to cut him as heartless. For Steelers fans watching this movie, field collapse notwithstanding, it was nice to see Ward, in black and gold, taking it to the house in Heinz Field one last time.
According to interviews, Christian Bale says that the very last scenes that he shot for TDKR were the scenes with Anne Hathaway on the rooftops. So as soon as he finished his last line, the director shouted "Cut! Okay, that's a picture wrap for Christian!" What, then, was Christian Bale's final line as Batman? "So that's what it feels like." Equal parts funny, awesome, heartwarming, and tearjerking at the same time.