4. The Call Backs
TDKR stands alone as a great movie in its own right, but it's a much richer experience when you've seen Begins and TDK. The affect of Rachel's death on Bruce, the effect of Harvey Dent's death on Gotham, the reveal of the Dent lie and of course the vengeful daughter of one Ras Al Ghul all combine to create a very cohesive trilogy and a universe you can really buy into. TDKR is probably more closely related to the first film in the trilogy, given its ultimate villain and her motivations, but the events of The Dark Knight very clearly weigh heavily on the shoulders of the returning cast.