Unlike the first two installments of Christopher Nolan's Batman trilogy, Batman Begins and The Dark Knight, which were filmed in Chicago, The Dark Knight Rises was primarily filmed in Pittsburgh.
See also: Batman Begins & The Dark Knight.
A memorial for Harvey Dent is held in front of Wayne Manor at the start of the film. At the end of the film, Jim Gordon reads in front of Bruce's grave.
Interiors of Wayne Manor.
Gordon visits the old destroyed Bat-Signal and is visited by Blake.
Early in the film Alfred tells Bruce about visiting a cafe in Florence and hoping he would see Bruce living his life there. Later, after Bruce's supposed death, Alfred visits this same cafe and sees Bruce and Selina sitting at a nearby table.
Source: The Worldwide Guide to Movie Locations
Blake takes orphans from here in an attempt to get them out of the city.
Blake rushes to the hospital where Gordon is being held to try and save him from Bane's thugs.
Bruce arrives at a charity ball after coming out of seclusion.
Bruce attends a charity ball and meets with Miranda and Selina. Filmed in Crush Hall.
Bruce is brought masked into Bane's courthouse and him and Fox is rescued by Selina. Filmed in Crush Hall.
Bruce attends a board meeting where he hands the company off to Miranda.
Storage area for all of Bruce's fancy gadgets that Bane breaks into from the sewers below. Filmed in Kentia Hall.
Bane's thugs storm the stock exchange in order to steal Bruce's fortune.
The police chase Batman to this alley, thinking him trapped, only to have him escape in his new Bat.
Bane and his goons leave the stock exchange with hostages and escape through the police force.
Bruce walks out of the tower after losing the company and sees his car being towed.
The police search through the subway tunnels in an attempt to find Bane's base of operations.
Selina attempts to leave the city but is intercepted by Blake before she can board the airplane.
Foley leads part of the police raid through this entrance.
GPD storms the subway in search of Bane's hideout.
Blake visits a construction site and ends up having to kill some of Bane's men.
Bane announces his plan for the city after destroying the field during a game.
Bane leaves this one bridge into Gotham standing. Late in the film Blake attempts to get some children out of the city but is stopped by the police who destroy a section of the bridge.
After taking control of the city, Bane releases all of the prisoners including Selina Kyle. Filmed on the west side of the building on South Dithridge Street.
Source: Reelz (archived)
The Scarecrow leads a kangaroo court against Bane's enemies.
An angry mob kicks out the residents of these fancy apartments after Bane takes over the city.
Bruce emerges from the prison in the ground at the foot of this fort. A young Ra's al Ghul is also seen walking along a street in the fort after being released.
Location of a big car pile up that Selina Kyle blasts open near the end of the film.
Source: On Location Vacations
Government agents in disguise distribute food to the residents of Gotham.
Blake and Captain Jones take readings from one of the bomb trucks.
Gordon and his men attempt to tag the bomb truck only to be captured by Bane's thugs.
Government agents visit the Wayne Enterprises board's hideout only to be attacked by Bane's men.
The Gotham Police Force clashes with Bane's army after being freed from the tunnels.
The GPD attack Bane's army in force with the help of Batman. Batman then enters the building to save Miranda Tate. The confrontation between Batman and Bane takes place on the fourth floor lobby.
Gordon leads a group of cops in an attack on one of Bane's technicals.
Gordon and his newly acquired technical attack one of bomb trucks and Gordon hitches a ride.
The tumblers led by Miranda catch up with the bomb truck that has been hijacked by Gordon. Most of the following chase scene was filmed around this intersection.
Batman chases the bomb truck and tumblers through the street.
Selina chases Miranda and the bomb truck underneath a building.
A truck carrying the bomb falls through a hole in the street and is stopped and broken into by Batman and Selina Kyle.
After receiving a package from Bruce, Blake locates the hidden waterfall entrance to the Batcave.
Filming took place here.