Originally Posted by BlueLightning
I don't think there was a plan for a third film at that moment though.
There was. Nolan originally had planned a few basic elements for 3 Batman films in his head. The films weren't fully layed out but he did have a basic idea of what he wanted to do (a simple basic outline like "Movie 1: Do Batman's origin with this villain", "Movie 2: Do the Joker with this character arc", "Movie 3: Do [insert villain] with Joker coming back", etc.). Heck, some speculate Nolan originally had plans for more than just 3 films since when he was asked about Robin, he said something among the lines of "Bale is still portraying a young Batman so Robin won't appear for a few more films" and he said this after TDK came out.
Regardless, everything or at least almost everything of the things Nolan originally planned for TDKR had to be scrapped because he didn't want to reuse the Joker to honor Heath (since we know the Joker was part of TDKR's original story). This lead to TDKR as we know it.
I personally wished he would've continued with his original idea for the third film as opposed to changing it completely since I am one of the many fans that was heavily dissapointed with TDKR. I believe the film to have contradicted and ignored many things from BB and TDK and to have been a sub-par Batman flick. That's just my opinion.