It works on several levels because of the complexity of the characterizations.
The Joker is us - mad at the regimented walls of the civilized world, unforgiving when crossed, condescendingly sweet when he wants something, enraged when his demands are not met, and hurting everyone who dares defies him.
Batman is also us - grim, determined, fighting daily to protect the place where he was born and the people he loves from corruption and their own attempts at futile heroics. He stitches himself up and puts on a smile so he can go forth to do battle again. Protecting the ungrateful from the uncaring.
Director Christopher Nolan wants us to think and squirm and wrestle with evil - real evil. The Joker has been elected to put us in the awful untenable position of a "damned if you do, damned if you don't" mentality where he sets up Catch-22 rules for his victims in an sadistic attempt to show the absurdity of rules, morals, etc.
There are also some redemptive moments in this film - one where a cruel-looking criminal makes the right moral choice (we suspect even his faith has been restored - he is seen virtually praying before taking the noble action) and our hero/not-hero Batman makes a stunning decision to heal the soul of Gotham by taking on guilt that does not belong to him in the film's ending.
In the second viewing, I wept briefly for his choice. I think I refrained the first time because of shock. I'd expected a superhero flick, not a Greek tragedy. On one forum discussing The Dark Knight a poster called "Mia" denounced this action by Gotham's protector - felt it was too preachy in its final exposition; Batman too much of a Christ-figure.
Everyone else on the forum said "Huh?" "Well, maybe - but I think that's too much interpretation..." and so forth.
Funny thing is her forum profile said she wants to "Serve God, Climb the Corporate ladder."
I kid you not. Seems no one told her the two are mutually exclusive.
Perhaps the Holy Spirit was tapping on her soul with the message of this film and it upset her. Don't argue, please - no one wants to "climb the corporate ladder" unless they want power and wealth, while stepping on others.
Jesus said it doesn't work that way.
Then the mother of Zebedee's sons came to Jesus with her sons and, kneeling down, asked a favor of him.
"What is it you want?" He (Jesus) asked.
She said, "Grant that one of these two sons of mine may sit at your right and the other at your left in your kingdom."
"You don't know what you are asking," Jesus said to them. "Can you drink the cup I am going to drink?"
"We can," they answered.
Jesus said to them, "You will indeed drink from my cup, but to sit at my right or left is not for me to grant. These places belong to those for whom they have been prepared by my Father."
When the ten heard about this, they were indignant with the two brothers. Jesus called them together and said, "You know that the rulers of the Gentiles lord it over them, and their high officials exercise authority over them. Not so with you. Instead, whoever wants to become great among you must be your servant, and whoever wants to be first must be your slave— just as the Son of Man did not come to be served, but to serve, and to give his life as a ransom for many."
You see, Mia didn't like the movie because of the selflessness of the hero. The rich and powerful Bruce Wayne decided it was best for himself to be treated as trash to save the heart and souls of Gotham's people. I am pretty darn sure Nolan is a secularist, but even he can see the power of sacrifice and the nobility of it.
And we who believe see Christ as the regal son who gives up all He has to save us. A servant to our needs.
Mia smelled the gospel and growled at it. So do we followers of Christ. Oh yeah, we hate to "be fools for Christ's sake". We hate the injustice we sometimes receive. But Christ simply claps us on the shoulder and says, "You want to be Me, you have to learn what its like, lil' brother (sister). On my account, all men will despise you, but do not be afraid of them."
In the Old Testament we read the following:
He was despised and rejected by men,
a man of sorrows, and familiar with suffering.
Like one from whom men hide their faces
he was despised, and we esteemed him not.
Surely he took up our infirmities
and carried our sorrows,
yet we considered him stricken by God,
smitten by him, and afflicted.
And so, I give The Dark Knight a thumbs-up for its last minute message which makes Batman so much like Christ.
But it barely made PG-13, and I mean barely by mere seconds of film. It is not for the trifler, the one demanding easy answers or a pretty hero. It is not for the innocent or naive.
Neither is Jesus, come to think of it.
But the big difference is Jesus did say, "Bring the little children unto Me, for of such is the kingdom of heaven."
And the violence and palpable fear in The Dark Knight is not for little children, not at all.
Take 'em to Jesus today - and let them meet The Dark Knight later. Much later.
p.s. Yes, Heath Ledger was absolutely the Joker, and it was terrifying to watch. I utterly forgot the man and was awed by the psychopath. No wonder this performance destroyed his personal peace. "You'll see! You'll see." Brrrrrrrrrrr!