I, too, also noticed that Gotham was obviously Manhattan Island this time. At least in the first film, there was some attempt to hide it. My inner geek was a little peeved at DC for having fictionalized the names of cities in the DCU in a manner Marvel never has.
There was a lack of consistency. In Batman Begins
we get a very stylized fictional Gotham. In The Dark Knight
the stylized city is gone and it could be any major city. Finally we get a dead ringer for Manhattan although some of the filming was in Chicago.