His characters in American Psycho, Equilibrium, Batman Begins, The Machinist, and The Prestige are all very similar. At their art, they're all men who suffer from definite and almost-overwhelming emotional...void. They all, at some point, to some extent, can't feel.
Patrick Bateman was a soulless yuppie who used murder and mayhem to feel something, anything, emotionally.
John Preston, obviously, had all of his emotions quilled by futuristic drugs.
Bruce Wayne in BB suffered years of emotional confusion and empathy after the death of his parents. It probably wasn't until the end scene with Rachel that Bruce finally rediscovered some actual feelings besides a need for justice.
Trevor Reznik was someone who's intense guilt totally shut down all his senses. Almost removed all of his humanity for an entire year. Throughout the entire film, the character was basically walking through a fog of conscienceless; never happy, never really sad, just...there.
Alfred Borden was, of course, a man split in two. A man who half the time felt nothing towards his family, and the other half of the time, felt nothing towards his mistress. The only thing that really united him was soulless obsession.
So yeah, while the characters may be different, as an actor, you really can approach them all from the same viewpoint. They all feature the same psychological and emotional theme. In that they're all united and all very similar.
I'm not at all saying he's a bad actor (as Keyser mentioned, some of the best actors of this generation have little range), but it's obviously he's not at all a Johnny Depp type that can go from Edward Scissorhands to Ed Wood to Jack Sparrow, and back again.