Batman never really was working directly and openly with the police. He was working openly with GORDON and most of the rest of the force only tolerated the Dark Knight's presence. The scene during the montage at the end where Gordon smashes the signal (easily one of my favorite in the film for the emotional overtones it provokes) you can see the cops behind him bobbing up and down in anticipation of the hunt against Batman. Particularly the cop who was in the Joker's cell and about to beat him up for killing his friends. That guy is ready to pounce on Batman.