Robert Pattinson's Batman has not appeared in The Penguin, and the hero is confirmed not to show up in the HBO series' final episodes. There have been many theories about the reason Batman's missing when a major gang war is going on in Gotham City. One of the possible explanations for that is that Bruce Wayne left Gotham. In the No Man's Land story from DC Comics, Bruce leaves after Gotham's bridges are destroyed to try to get government aid. Batman ends up missing for months, with criminality rising, which matches The Penguin's story. I believe that's what has happened.
