1st film - Ra's al Ghul tries to destroy Gotham City by introducing a powerful hallucinogen to Gotham's water supply that, when vaporized, will expose a vast majority of Gothamites to the drug. The resulting mass addiction and hallucinations would cause the Gothamites to tear the city apart.
2nd film - The Joker tries to destroy the soul of Gotham by revealing how corrupt and humans everyone actually are. To meet these ends, he assassinates several powerful figures in Gotham, including Police Commissioner Loeb, Justice Surillo, and almost Mayor Garcia, as well as hold the city hostage, cause a city-wide panic, and breaking down District Attorney Harvey Dent, the so-called "Gotham's White Knight", until he goes on a murdering spree, killing the people he believes responsible for his downfall.
3rd film - Catwoman tries to steal some jewels from a museum.
Call me crazy, but I just can't see how Catwoman can provide the same kind of threat Ra's al Ghul and the Joker did in the previous films. And she doesn't necessarily blend well with another villain. Chris Nolan's Batfilms have done an excellent job with blending villain's stories together in a way that multiple villains can be used without having a villain team-up. The last thing we need is to have multiple villain stories going on at once. See Spider-Man 3 for more details.