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Once you've got the Explosive Gel and made your way to the Arkham Mansion, there's a specific wall in Warden Sharp's office that can be blown open. Inside is a hidden room stuffed with blueprints for a walled-off section of North Gotham, complete with Sharp's official stamp - basically a sneak peek at Arkham City a full game before it existed.
After you take down Ra's al Ghul for the first time, head to the far east end of the Subway Maintenance Entrance instead of following your next objective. Chuck a Remote Control Batarang through the small gap in the bars and hit the switch on the other side. Croc bursts through the wall, snarls at you for a second, then vanishes back into the sewers. Blink and you'll miss him, and this is the only chance in the whole game to see him properly.
When Ra's takes his own life falling from Wonder Tower, his body ends up skewered on the huge Arkham City sign. Finish the game and go back to that spot afterwards, though, and the body's gone. All that's left is his sword, sticking straight up out of the ground where he landed, like the world's grimmest little memorial.
During Episode 3 of the Catwoman side content, you're given a choice: help Batman survive Joker, or grab your loot and run. Pick running and you get a whole alternate ending, with Oracle broadcasting a distress call revealing that both Batman and Gordon are dead, Joker's escaped and gone on a rampage, and Wayne Manor's been destroyed. It's bleak. The game then rewinds and makes you pick again so you can get the real ending, but that fake-out sticks with you.
If you go for the Catwoman ending where she leaves Arkham City, right after the credits roll on the way back to the game there's a garbled audio clip that sounds like nothing at first. Run it in reverse and you'll hear Joker's voice clearly say 'Thank you for the entertainment, Bats.' Somebody at Rocksteady had way too much fun hiding that one.
Right at the start of the game, there's a cutscene featuring a painting of Cain carrying his dead brother Abel's body. Stick with it all the way to the ending, and when Joker finally dies, Batman carries his body out of the theatre in the exact same pose as that painting. Easy to miss if you're not paying attention early on, but it's a nice bit of visual bookending.
Glide over to one of the tall floating docks out on the water and you'll spot a big pile of hay sitting on top. Take a closer look and you'll find Scarecrow's original burlap mask just lying there in it, with no explanation given whatsoever. Nobody quotes or references it, it's just there for anyone curious enough to check.
Down in the sewers there's a small room decked out with two photos of Killer Croc and the chain that used to be locked around his neck, laid out on a bed like some sort of shrine to him. It's a nice bit of environmental storytelling for a character you barely get to interact with directly in this one.
Next to a mannequin wearing Harley Quinn's old Arkham Asylum outfit, there's a pregnancy test lying around, and it's reading positive. Stick around through the credits of a New Game Plus run and you'll hear Tara Strong's Harley humming a version of 'Hush, Little Baby,' which only adds to the theory. It's never brought up again in any Arkham game or comic tie-in, so it's basically just left hanging.
Keep an eye out around Arkham City and you'll spot a green neon sign for something called the Black Canary in a few different spots. It's a nod to the character existing somewhere in this universe well before she actually shows up properly in Arkham Knight, tucked away for eagle-eyed players to notice years early.
