Selina Kyle's line "There's a storm coming" is something Batman said in BATMAN BEGINS while explaining his strategy to Commissioner Gordon.
SPOILER WARNING: When Talia al Ghul dies, her truck sails over a bridge just like her father did in a train when he died in BATMAN BEGINS. The same music plays in both scenes.
Thomas Lennon plays a doctor in this film and he also played a doctor in Nolan's previous film Memento, and Lennon has come out and said that to him he was playing the same character and in his mind that means Memento and Dark Knight Rises takes place in the same world.
Christopher Nolan tried to obtain permit to shoot some scenes for the film at the Occupy Wallstreet, but to no avail.
In the football stadium, the crowd is seen holding a sign for the Gotham Rogues team. A stadium extra made homage to Robin with his stylised "R" in the Rogues sign.