After Joker is transferred to the Blackgate Prison he will meet with a psychologist named Harleen Quinzel. Now you have to play a non-standard game taking place inside the Joker's mind and, while playing through this sequence, you are going to switch into the world-known madman. Start attacking the bandits gathered on the stage [Comedy Club]. It pays off, of course, to rely here on counter-attacks, but you do not need to attach too much attention to that, because both the health bar, and experience points are inactive here.
The action will soon turn to the Chemical Plant. Follow a linear path here and stop only whenever there appear flames, at which points you need to wait for further passage to be unblocked. The talk to the future Harley Quinn soon draws to an end and you will regain control over Batman, who will, in the meantime, reach the Batcave.