I like the idea of this thread quite alot. It is always fun to find the connections that tie the movies of this series together.
First, I have to agree with some on this board who felt that the narrows were not really addressed in TDK. I thought that might have been a major plot point that they would have carried over from BB. Like perhaps they would show early on Batman rounding up some more inmates from Arkham and then have him and Gordon say something to the effect of "last inmate caught". Then dig in on the Joker stuff.
I mean I understand wanting to shift the focus to the mob, their banks, and the Joker. But I also feel some brief reference or short scene with Batman capturing some former Arkham inmates would have been nice.
Next, there will be threads to both of the previous movies in TDKR. I believe we will find Mr. Wayne in a state of stasis at the begining of this new film. What I mean by that is that he will still be suffering emotionally and mentally from the loss of Rachel in TDK. He will also be fatigued and apathetic due to continually going out night after night as The Dark Knight for 8 years. He is in essence, stuck. Not able to move on from his parents or rachels death and the blame and guilt that smothers him. But also in turn not being able to let go of the Batman.
There will also be plenty of references to Harvey Dent, his fall and actions after, and then most importantly the cover up that Gordon and Batman engaged in. The pictures released have all but made that certain. As to how Bane knows the truth will be interesting as only the Joker knew what really happened to Dent. But the cover up plays perfectly into Bane's plan. By exposing the fact that the police and mayor lied to the people about Dent, it allows Bane to convince the populace of Gotham that the government is not to be trusted. Add to that his second argument regarding the aloof, uncaring wealthy class in Gotham and you have a recipe for revolt.
Wayne Manor will be back, which is a reference to both BB and TDK. Also, having a completed and remodeled Batcave will also reference the comments made by Bruce to Alfred about improving the foundations of Wayne Manor in BB. Personally I thrilled to possibly be getting a completed batcave in TDKR. It was the one element missing from the two previous films.
LOS will be back, Talia will be seeking revenge for Ra's death, Alfred will lament not protecting Bruce from the monster he created, Mayor Garcia will return, the batpod, Bruce's batsuit remains the same, the GPD is still after Batman for the murders of those cops. All of these things tie to one or both of the previous films. I think Nolan will do a good job of making TDKR fit perfectly with the previous two and moreso provide a much greater connection between BB and TDK.