THE BIG PICTURE: WHAT DOES "ENDING" REALLY MEAN FOR BATMAN 3?
Now to the main question: What does Nolan mean by "ending," and how might it take shape in the third film?
Let's consider the first part of that question, what Nolan means by an "ending." To do that, we should look at what I feel are three of the most important thematic changes in the narrative from BATMAN BEGINS through THE DARK KNIGHT
It's important to note how very different Batman's mission has become, and how much he has changed his approach. In BEGINS, he stated his goal of becoming a symbol that would inspire people. In TDK, we see how this inspiration has taken a direction he didn't intend. We also see that as the city turns against him, he realizes he must be more than a hero and has to make hard choices that others cannot or will not make. Finally, he has a fundamental realization about his role in Gotham, and he turns from being a symbol of inspiration to being whatever Gotham needs him to be -- and it now needs him to become the villain, so he readily takes on that burden. This is a major change from his original intention, and demonstrates a significant epiphany on his part.
Also notice the theme of escalation that plays out in the films. Batman didn't anticipate this result, nor did he initially realize that as a result of his presence and the escalation, things would get worse before they ever had hope of getting better. He is far more hopeful about the future in literal terms at the end of BEGINS than he is at the end of TDK. Once more, we see how his view and understanding of his own role has changed, but more important is his shift in understanding about the role of Gotham in its own redemption. And there is the core issue of how it is Batman himself who is the true agent of this escalation, and the force that pushes the villains to escalation leading to things getting worse, so that his desire to "inspire people" is perhaps most realized through the inspiring of escalation and chaos.
Then there is Batman's "one rule" to consider. Jonathan Nolan commented, in an interview a year or more ago, that one aspect of TDK was the examination of Batman's belief that he could continue his mission without ever confronting his "one rule". However, while he didn’t explicitly violate the rule in TDK, Batman had to take action that put someone's life at risk and resulted in them dying -- namely, Harvey Dent. So the spirit of his "one rule" was in some way violated, and Jonathan Nolan talked about the importance of addressing that theme in the film.
It was a very stark contrast to Batman's actions in BEGINS, where he refuses early in the film to take the life of the murderer in China, and then later seems to firmly establish where the line is drawn in his "one rule" when tells Ra's al Ghul that he doesn't have to save him. Batman clearly thinks he can set the parameters of his rule and operate within them indefinitely if need be.
Yet TDK first pushes Batman to his limits and tests his loyalty to the "letter" of his rule when he must consider how to stop the Joker and how to respond to Rachel's kidnapping and death. But after allowing Batman to pull back from the brink and still preserve his rule while faced with the man who killed Rachel, the film takes the tragic direction of putting him the situation where he no longer has any "choice" about being forced to decide whether to risk his one rule. And it's Harvey Dent, the man who loved Rachel and whom she wanted to marry, the man Batman thought was going to be the face of hope and change in Gotham, who will suffer the consequences of Batman's lack of any choice about the rule itself.
So we have three key elements here: (a) symbol of hope and inspiration becoming "more than a hero" and accepting the role of the villain; (b) escalation and worsening chaos arising directly from Batman's presence, as the clearest example of him becoming a symbol of inspiration; and (c) the "one rule" and how preserving the "letter" of it when faced with the evil of The Joker's murdering Rachel leads to violating the "spirit" of the rule when faced with Dent's tragic downfall.
These themes arise in part due to the illusionary realism of the setting, the desire to ask "what would happen if Batman actually showed up somewhere?" and "what might he intend, and what conclusions might he be forced to draw, and how might that drastically alter his role and methods and understanding of himself and the city?" And the impact it has on Batman himself, the losses he personally endures and the weight of responsibility that he bears -- both directly from his own actions, and from his decision to take on additional burdens for the sake of Gotham -- fundamentally change everything about his mission and his character. How? Several ways.
Recall when he throws Maroni from the fire escape, to severely injure Maroni in order to get the mobster to provide information. This scene is immediately followed by Batman chastising Dent for similar behavior with the Joker's henchman. Earlier, when Dent has no legal recourse for getting Lau back from Hong Kong, Batman goes and kidnaps Lau to bring him back. And when all other methods of locating The Joker have failed, Batman resorts to using the sonar technology and "spying" on the entire city. He considers throughout the film what he thinks he'd have to become to stop men like the Joker, and is initially willing to turn himself over to the police rather than face the choices he doesn't want to make. Later, when he asks how Alfred caught the bandit, he is told "we burned the forest down", again highlighting the stark choices Batman is confronted with.
Finally, Batman faces three back-to-back decisions of primary import for the direction his arc will take in the aftermath of the events of TDK. First, he chooses to believe in the people of Gotham, reflected in the ferries and his certainty that the people will make the right decision -- followed by Batman making the right decision to save the Joker's life. This is as much about Batman willing to believe in the good of Gotham, as it is about Gotham willing to believe in good.
Second, he faces the "choice" of risking Dent's life to save the boy, and must accept the consequences of that "choice" -- or more importantly, he must accept the consequences of not really even having a choice at all, and this goes beyond merely that one scene and speaks to facing the reality that his mission cannot allow the guarantee that he won't face such terrible situations.
And third, he chooses to take on the blame for Dent's crimes, to be what everyone needs him to be, to become more than a hero and in doing so proving himself to be the hero Gotham deserves even if it doesn't "need" him hailed as a hero at the time -- and this represents not just that situation, but a larger theme about the city and even individual people in his life deserving to have faith rewarded as a way of sending them the message to keep having faith even when things seem at their worst.
But look closer. Batman isn't the only one facing these dilemmas and choices, nor is he the only one reaching these conclusions. His own arc and choices are directly reflected by Gotham itself, and through Dent. They are flip sides of the same coin, so to speak.
Gotham takes up Batman's mantle, in a quite literal way, with the "batmen". And it confronts the choice of how to respond to the Joker, and decides it can't endure it and calls for Batman to unmask, just as Batman initially also decides. Just as Batman is pushed to his limits and "considers" violating his rule, especially when faced with the possible death of someone he loves (Rachel), Gotham too is pushed to the limit and a few people consider and even attempt to kill in order to stop the Joker and save their loved ones -- the man who tries to shoot Mr. Reese, the cop who considers shooting Mr. Reese, the man in the truck who tries to crash into Mr. Reese. And then the citizens have their final "test" against the rule, when they must choose on the ferries. But in this final choice, they refuse to take the lives of criminals even if it means they and their loved ones on the ferry with them will die. And the criminals themselves don't choose to kill the other ferry passengers, deciding to remove the option entirely so that the "worst" among them cannot make a fateful choice.
Then, Dent likewise reflects Batman's arc in different ways. Dent takes up Batman's mantle as well. He is willing to risk himself in order to be a symbol and to fight corruption. Then he begins to make choices that increasingly get too close to Batman's own choices -- claiming to actually be Batman and taking the blame for Batman's crimes (a direct reflection of Batman's later choice to do the same for Dent's crimes), taking the henchman hostage and threatening the man to find out where The Joker is, going after the mob and the people responsible for helping The Joker kill Rachel, and the choice between taking a life and violating the "rule" (again, a direct reflection of Batman's own "choice", while also the flip side since Batman makes a different decision when he actually has a real choice, but on the other hand a twisted reflection of Batman violating the spirit of the rule without a real choice whereas Dent violates the letter of the rule while having a clear choice).
Gotham suffers terrible losses and terrible burdens, just as Batman did. Likewise, Dent also suffers terrible losses and burdens. But in each case, there are reflections that mirror the losses and burdens, as well as mirroring the decisions and outcomes, while at times the reflections are also reversals and flip sides of Batman's own choices and actions.
In the end, Dent doesn't reward Batman's faith -- but Gotham does. Gotham, then, directly reflects Batman's own arc and his decision to reward Gotham's faith, with Gotham itself rewarding Batman's faith in them. Gotham has inspired Batman, Gotham has become a symbol of hope, and in doing so they lead to his choice to take on Dent's sins as his own.
The direction of these themes and narrative arcs can be followed directly from one film to another, progressing naturally out of the events and arcs that come before and feeding into the events and arcs that are to come next. Batman and Gotham are increasingly intertwined and reflect one another, while also directly feeding one another and encouraging each other's actions, arcs, choices and outcomes. It is larger than simply individual storylines and individual arcs within individual films, and at broader themes stretching through the films and into the future that define who Batman is, who Gotham is, and who they will become -- who they MUST become.
An "ending," then, will build upon these core elements, to arrive at what Batman and Gotham must become. To do that, though, it is not enough to finish off the arcs in the previous films. They must undergo dramatic changes, through confronting big choices and reaching dramatic conclusions. Bruce will be a completely different man, Batman will be a completely different symbol, and Gotham will be forever altered. I think that the most dramatic changes will occur with Bruce and Gotham, and from those changes will arise the rest of the conclusion Nolan is talking about.