It turns out the waterfall hiding the Batcave isn't really in Gotham, it's in South Wales. It's called Sgwd Henrhyd, and even though there isn't a real Batcave behind it (they filmed parts of “The Dark Knight Rises” here), it's pretty breathtaking.
Source: dannylinton
Source: flickr.com
Source: aylward84
Source: steve_chatman