The opening bank robbery in Christopher Nolan’s The Dark Knight takes place in Gotham City.
The sequence introduces the Joker’s criminal operation through a carefully planned robbery at a Gotham bank. The robbers use clown masks and turn on one another as part of the Joker’s design, delaying his full reveal until the sequence ends. It establishes the film’s themes of organized crime, escalation, and uncertainty before Batman appears.
Gotham City is the fictional setting for Nolan’s Batman trilogy. The films used real locations, including Chicago, to create a believable urban environment, but those locations represent Gotham within the story rather than replacing its name.
Chicago is therefore a common but incorrect answer: much of The Dark Knight was filmed there, and the city’s architecture appears prominently. The bank robbery is fictional and belongs to Gotham City, the comic-book metropolis protected by Batman.