I don't spend a lot of time thinking about Batman the character or the universe, but sometimes, when I'm working, my mind wanders to more interesting things.
I imagine that Gotham City and all the incredibly dangerous, sometimes psychotic, criminals that live there are nothing more than the dark parts of Bruce Wayne. I imagine Arkham, or however you spell it, is a cage in his mind and occasionally one of his dark parts escapes and he has to don the persona of Batman to lock them back up again.
Alternately, sometimes I think Bruce Wayne is a broken man sitting in an asylum somewhere and everything that happens in the graphic novels and movies are just fragments of his damaged mind - that the crime he witnessed against his parents tore his psyche apart years ago. Batman, the Joker, all the others, are all him, his mind trying to sort out and make sense of all the rooms in his brain. Yeah, kinda like Buffy in Normal Again.
It's pretty depressing actually.