I liked staying in character as well, but my morality wouldn't allow me to deliberately confuse someone. I kept up appearances unless someone asked me point blank if this was for a movie, and then I spilled the beans to that person. I found that we got more smiles and laughs out of people when they knew it was a gag. One instance I can think of was at Madison Square Garden, when we were doing our final lap around the block, we walked up on these three middle-aged people who were probably out for dinner or going to see a show. Someone next to me gave them a few posters and, when greeted with looks of confusion, explained that it was for the new "Batman" movie. Then their faces brightened up and they even joined us in the chant for a few moments. Personally, that made me feel better than someone looking at me like I'm a Scientologist trying to give him or her a stress test. But, just to keep the record straight, I never gave the secret away unless I was directly asked, because there is some fun in trying to improvise answers when someone asks you who Harvey Dent is.
Finally, Harvey Dent is the only politician I've felt good about supporting. That's what's great about this country: we can use our freedom of speech to make fun of the political system and support a candidate who doesn't exist.