Seeing the scene between Bruce and Alfred when Alfred confesses about having burned Rachel's letter and its contents; damn, even now, that scene is still so freaking powerful. Never thought that I'd see the day where Alfred and Bruce would have a scene like that between each other, let alone where Bruce was placed in such a vulnerable spot.
If anything, out of ALL of the Batman films out there, TDKR makes me emphasize and feel sorry for Bruce the most and it makes the conclusion of his arc, one where he survives and moves on into a happier life with someone that makes it that much more better/powerful/satisfying.