It is just an unconfirmed rumor right now, but all the details seem to line up around this photo of the entrance to Arkham Asylum. It comes through someone at JoBlo forums and it seems to have been taking at the hangars where ‘The Dark Kinght Rises’ is set to start filming.
If it is legit, it looks like it is just the front entrance to Arkham. So that means it will either be used for a tight shot or the rest of the building is going to be added in with the assistance of CGI.