Once you're ready, head to the movie studio. Use the elevator from the rooftop and check up the quaratine cell. After Joker stops his monologue, Scarecrow will call you. Leave the building using the elevator and head to the next location afterward.
Enter the building and surrender your utility belt and gadgets. Enter the back of the truck next. After the cutscene, climb over the fence, check out the doors, and pay respects to the bodies on the ground. You'll have to beat up the Jokers afterward. Finish him off and continue with the cutscene.
Now you have to control Joker in the (Joker)mobile(?) and kill all enemies. Once you've built enough energy, unleash your barrage of missiles to kill everyone in the room. Leave the car and kill everyone you meet along the way. Continue forth until you reach the last door.
After several cutscenes, you'll be in control of the Joker again. Activate the flashlight and continue along the corridor. Continue moving along until you reach a chapel. Talk to Harley and turn around to find a new doorway. Blast your way through and keep destroying the items in the enclosed room to continue.
Once you reached a yard, keep destroying the batman statues until the "real" batman kicks you down. Destroy the wall to reveal the light, then pull the exit lever in the end of the walkway. Once you've gained control of the Batman, pummel Joker and perform a takedown to force him to the cage. Land a lot of strikes on him to kick him inside and seal him completely.
After more cutscenes, the story mission will be complete. Scarecrow will be delivered to the GCPD. To activate the Knightfall protocol, you have to capture all of Gotham's most wanted. The longest and most daunting task to finish is Riddler's since he has a lot of trophies to collect and riddles to solve.