Oldman was amazing in this role, rock solid, at last the Jim Gordon that's always been needed in the movies and never before seen. He so wonderfully embodies the quiet hero - I love his line to Dent early on about how he "Doesn't get political points for idealism. I have to do the best I can with what I've got." His scene with Berg in the car, with his family as they're threatened by Two-Face, his fierce protectiveness of Batman in the beginning and the way he challenges him at the end - he was masterful.
Don't forget the way he appears torn inside as he yells that he has to save Harvey. Even before Dent takes his family and Gordon sees Harvey's psychosis, he knows he's failed Harvey and he can't take it. In a film with so many powerful performances, I think Oldman's was my personal favorite.
Poor Bale is getting no love and that's a shame because he was powerful in the way he nailed every facet of Bruce Wayne's complicated personality. I was reflecting on what an incredible arrogant asshole his public Bruce Wayne was (he even comes off as an insincere ass when he's praising Harvey at the party), and what a contrast that was with the intense but charming and funny private Bruce. Add on top of that what was probably the scariest Batman ever seen on film - he was a tour de force, but because the character he's playing is so much more tightly controlled and everything is happening inside him rather than being acted out in the way Joker does, the more flamboyant performances are getting all the praise. His quiet despair over Rachel's death, the tiny tremble in his voice when he speaks to Alfred about it - that was fantastic, even the way he portrayed his escalating loss of control when interrogating Joker - man, when he goes and gets the chair to block the door and Gordon goes running out of the room, I was cringing in my chair.