Theory on the Ending (SPOILERS!)

I think most of us are not convinced that Batman died when Wayne Manor exploded. My theory is that Bruce Wayne died, but the Batman lives on. Remember how Obi-Wan said to Darth Vader that "if you strike me down, I shall become more powerful than you can possibly imagine?" Maybe it was some kind of deal like that. Batman could be more powerful and vengeful as a spirit than he could be as a mortal. Scarecrow saw a vision of that in Arkham after he got a taste of his own medicine, and those thugs who attack that family got to see the real deal.

But what about Alfred? Either he willingly perished in the blast with Bruce OR... a protective barrier dropped when the explosion began. Bruce and Alfred said their goodbyes before the butler ran into the Batcave, then Bruce lifted the barrier and was consumed. Alfred most likely snuck out and went off to begin his life elsewhere.

So Batman did NOT die, he was simply set free.