Why is Harley Quinn not in The Dark Knight at all? She is in almost every Batman show that I have seen. She is usually with the Joker, helping him. She is even in Batman games such as Arkham Asylum and Arkham City.
1 Answer
The origin story for Harley Quinn is that she was an Arkham Asylum psychiatrist who fell in love with the Joker, helped him escape Arkham, and ultimately became his on and off again sidekick / lover.
In The Dark Knight we are introduced to the Joker, before he is ever institutionalized in Arkham. Maybe if the Joker was going to be in the third movie, the introduction of Harley Quinn would have made sense, but from the origin story it wouldn't have made much sense for Joker to already have an insane sidekick like Harley Quinn. The introduction of another villain to the movie's roster probably wouldn't have helped either.
If you look at the answer to What happened to the Joker in The Dark Knight Rises? you learn that Joker is perhaps the sole occupant of Arkham Asylum. If a subsequent movie were to be made, this would be a great opportunity to introduce the Harley Quinn character.