The Dark Knight Rises.
For Rises, there's a big obvious link to Nolan implying the general risk of a collapsing society and how that can happen.
It's alarming and almost inspiring the prophetic nature of broader strokes of the narrative being laid down long prior to the wall street movement, and for a film making Gotham a contemporary Pars from the French Revolution and hinting our current society is beginning to be at risk of similar social and class problems, albeit in a far less extreme way, we may face a sort of revolution and then there's the wall street movement and others that are sure to follow. It sort of exposes Nolan's pulse on what "worries' society today, making me wonder what sort of impact his films will have on future audiences because his films seem at times so tailored to the audiences viewing them at the time of release. The risk of total societal collapse is terrifying to many, and given how Bane basically merely enables the lower class to rise up by (mostly) telling them the truth about Gotham, it has pretty horrifying truths within society, theirs and ours. If the aristocrats continue oppressing the lower class, there's an inevitability to an uprising vying to reverse the roles and revert to essentially a "share the spoils" communistic or socialistic (are those words?) dominated by a dangerous mob mentality overflowing with brutality (the courts, general treatment of the upper class, seemingly condoning mass terrorist attacks across Gotham- it's indicated the lower class were well aware of a "storm coming" and were excited for it).
I'm not sure if it can be classified as a "theme' as much as a storytelling and thematic tool, but (like A Tale of Two Cities) the notion of "doubles" plays heavily in most major arcs.
-Foley and Gordon: political climber vs someone to show everything Gordon isn't and it's Gordon's "fault" cops like this exist because of the Dent act.
-Blake and Gordon: Showing Gordon who he is.
-Blake and Bruce: Obvious- they're essentially the same person. Natural detective, similar emotional paths, similar stance on guns, similar disregard for one's own safety for the sake of helping others.
-Bruce and Selina: Challenges most of his thinking in a playful and seductive manner, she's searching similarly for redemption, etc.
-Bruce and Bane: Obvious, both have masks, both interacted with the league, Bane is everything Bruce would be had he made one different choice going back to Begins enriching the power of Bruce's own choice while tearing down everything Batman was and is, both are driven by compassion for the innocent (Bane's entire story starting with his desire for redemption by protecting the innocent).
There's other things like every major character actively seeking redemption and relief from past misdeeds and consequences. The primary exception is John Blake, making him the noble and powerful underpinning that grounds much of the narrative.
Not that this is a theme necessarily either, but the notion that the key to escaping past demons and achieve ultimate redemption is embracing fear and living through that, showing a healthy sense of self worth. When Bruce escapes the pit, he no longer needs Batman to become the monster within, Batman's no longer an outlet for Bruce's negative, damaged emotions, but becomes the symbol and guardian for a city that only he could then be while preparing Blake for the task. There's that notion of immorality and the legend and legacy Bruce leaves as a measure for a city to repair itself. Foley, a character representative of the political climbers in Gotham that were previously dismissive of the city's well being (going for Gordon's commissioner position and consistently undermining Gordon) is finally redeemed in the final act, implying that growth within Gotham's citizens.
Finally, in the ending of the film, (and this connects back to what opened this rant/analysis with) Nolan makes the bold choice to imply the system's of man are perpetually flawed and will always, on some level, necessitate justice outside of a system, even a mostly good one. There's no 'fixing' the problem, the system itself is part of the problem, and always will be.
Even in the emotionally uplifting conclusion, this is by far Nolan's most cynical and critical film of society on every level, frankly condemning the upper class and lower class in spades, but always remembering the triumphant quality of redemption. The Dark Knight may possess impacting themes contemplating the struggles of conceding moral standards in the face of terrorism and ultimately questioning some of society's morality and laws, but The Dark Knight Rises serves as an awakening in social realism unprecedented in much of contemporary film, taking on every layer of modern civilization. Heavy, profound stuff for a 250 million dollar spectacular.