Batman is currently being shot in Pittsburgh at Carnegie Mellon University, CMU (July 30-31 at Mellon Institute and Software Engineering Institute on Fifth Avenue). In the scene, Gotham City Police Department (GCPD) cops are fighting with gangsters, when all of a sudden Batman's Bat Mobile (The Tumbler) arrives. Lots of snow + few explosions before = Awesome time for Batman fans around CMU.
Quick note: Its not refereed to as Bat Mobile in Christopher Nolan's directed films. This is the Tumbler. See note below.
For more photos and videos, check out the set Batman in Pittsburgh - Dark Knight Rises