"As actors, I feel that we've done our work. The pressure is on Chris," he smiles. "I always purposely approach every movie as if no one is ever going to see it. That way you don't get self-conscious about it or worry what people will think."
Considering the franchise's track record - with Batman Begins grossing US$372 million ($467 million), and The Dark Knight, which raked in more than $1 billion - it's a safe bet that attracting an audience will not be an issue.
Says Nolan: "My responsibility is to try to make a film for the studio for a price where we can market it and put it out there and they can make their money back. That's the pressure I feel. And as far as the public goes, they will make of it what they will. I am terrified of that, absolutely, but in terms of living up to the previous film, I think you'd be crazy to try to chase that kind of success. The film was a phenomenon, no one can really explain that," he says. "It just happened."
The film welcomes newcomers Anne Hathaway as Catwoman, French star Marion Cotillard as a Wayne Enterprises board member and Joseph Gordon-Levitt as a cop. The most important casting was British actor Tom Hardy in the pivotal role as the villainous Bane. Cotillard, Gordon-Levitt and Hardy all starred in Nolan's previous film, the mind-bending thriller Inception.
Hardy gained 14 kilos of muscle to play the killing machine, who comes with brains to match his brutality. He becomes the nemesis of the retired Batman in a script penned by Nolan and his brother Jonathan that picks up eight years after The Dark Knight and his encounter with Ledger's memorable Joker.
"It was very important to me that we not try to follow what we did with The Joker," says Nolan "or do a sort of pale imitation of what Heath had done," he explains.
"I really wanted to see Batman come up against a primary physical adversary, I wanted to watch Christian as Batman stand toe-to-toe with a villain, and not know who was going to win that fight. That was something that I had never seen before and I wanted to feel that in the film," he says.
Bane, who has only figured slightly in Batman lore, is not as widely known as The Joker.
But Bale says Hardy will change that, "Tom goes the distance. He goes way beyond what most other actors would do. He's created a phenomenon and a villain that stands by itself."
Out of respect for Ledger, Nolan decided not to reference The Joker, a role which earned the Aussie actor an Academy Award the year after his death. "I made the decision very early on that that would be very inappropriate, that's just my sense of it.
"I felt that someone who is a friend and a colleague, who had suffered a terrible tragedy, to try to reduce that to a plot point in a fictional universe felt wrong to me."
Bale says of Ledger's death, "We all still talk about him, of course. He was an integral part of the trilogy. He gave a phenomenal performance, his personality was a wonderful one to have around and we miss him dearly."
Returning are the beloved characters Michael Caine as the loyal butler, Alfred and Gary Oldman as Commissioner Gordon, and Morgan Freeman reprises the role of boffin Lucius Fox.
"I think the challenge with any sequel is that you have a story that you feel needs to be told," says Nolan. "You have to give an audience a reason to come back to Gotham. And for me, it was very important that our story have a conclusion, as opposed to doing just another episode. And also it had to be consistent with the previous movies."
Like he did with The Dark Knight, Nolan opted for Imax cameras over 3D and much of it was shot on location in New York, Los Angeles, Glasgow, and Jodhpur. "For me, the Imax format, shooting with those film cameras, gives you a film print that I've simply never seen anything match in terms of image quality and that has that kind of immersive power.
"We have had good success using that format on The Dark Knight and we wanted to expand our use of it on this one. In telling a three-part story as we have, I wanted to be visually consistent with the other two acts of our story. We are not reinventing anything. We are finishing a story and so I wanted the three films to be visually consistent."
Now the trilogy has concluded, how does Nolan look back on it all?
"I have been working on Batman for almost 10 years. It's been incredible. It has definitely been a journey, and it's now over and I leave it with a certain amount of sadness because it's been a really important period of my life."
Bale concurs, "Yeah, very bittersweet. I wasn't sure that Chris was going to make a third one, and certainly, as Chris said, it's meant a great deal in his life and also in my life."
It's safe to say, however, that Bale, who has never been a fan of wearing the Batsuit, isn't sorry about hanging up the rubber. He laughs. "Again, it's a bitter-sweet thing. There are certain moments where you'd be in it and you'd have a migraine and you'd be somewhere like Saginaw and you could just die," he laughs.
"But I mean, come on. I can't whine about it. I got to play this great iconic character all these years."
What: The Dark Knight Rises, the final film in the superhero trilogy following Batman Begins and The Dark Knight directed by Christopher Nolan and starring Christian Bale.
When and where: Opens at cinemas July 19.
Win: A Dark Knight prize pack, which includes a double pass to the film, T-shirt, and other merchandise, with a test of your knowledge of the Batman trilogy. Click here to take the quiz and go in the draw.
-TimeOut