Comic Book Movie are carrying a story that “a trusted source” has cited Pinewood Studios in the UK as the location for shooting much of Nolan’s threequel. This is definitely an interesting one, as Nolan has tended to use Chicago for Gotham City so far, though no doubt regardless of the location of external shots, some filming was inevitably going to take place in a studio somewhere. The exact quote was that the set for shooting The Dark Knight Rises:-
“is going to be one of the biggest sets ever built at the studios in Pinewood since it’s been open.”
It seems that The Dark Knight made some use of Pinewood, as did everything from pretty much every Bond film ever made, through The Bourne Ultimatum, Mamma Mia, Kick Ass and Prince of Persia. What will be intriguing will be the blend of exterior shooting and studio filming and how Nolan keeps a consistent and consistently real world, tone.
For the moment, we don’t know for sure but it doesn’t sound like too much of a stretch to think it might be true.