In The Dark Knight, Heath Ledger played the Joker. But did his character ever explicitly refer to himself by that name, aside from the "calling cards" mentioned at the end of Batman Begins?
A search of the transcript of The Dark Knight reveals 37 mentions of the word "Joker," but all of them are spoken by people other than the Joker himself.
The script indicates that others "call him the Joker," not that it is a name he chose for himself:
DOPEY: I know why they call him the Joker.
HAPPY: So why do they call him the Joker?
DOPEY: I heard he wears makeup.
DOPEY: Yeah! to scare people. You know, war paint?