Capturing Lau is the first time in which Batman had to leave Gotham to capture a criminal.
After the Joker's robbery at the Gotham National Bank, Lau took all of the mob's remaining money and relocated it to Hong Kong so that the police would not find it. Meanwhile, Lau was conferring with the mob via voice over IP telecom, Joker barged into the meeting room giving his reasons as to why he thought that the deal with Lau was inevitably going to go south, Lau cited that Hong Kong was outside of Dent's jurisdiction, and that the Chinese would not extradite a Chinese national. Joker pointed out that Batman "has no jurisdiction" because he "operates outside of the law". Lau would not be safe from Batman either way, and then Joker proposed to kill Batman to remove the immediate threat. Lau shut off the intercom and Joker proceeded to demonstrate why the mob should fear him more than Batman, he demonstrated a "magic trick" by shoving a pencil into the table, insulted Gambol and then slammed his head into the pencil, he then used "insurance" (grenades) to make sure the mob wouldn't touch him, and he left a calling card for the mob to call him (a Joker playing card).
Bruce Wayne sent Lucius Fox to cancel the deal with Lau Enterprises, citing that being affiliated with a company that's alleged for its ties to criminal organizations would bring bad publicity to Wayne Enterprises. Batman, once in Hong Kong, sped down to the building housing Lau, where Batman placed three detonators on the windows timed for three minutes, Batman then burst into the building and then proceeded to take out the security guards one by one while Lau tried to flee, Batman caught Lau and jumped out the window, he then proceeded to detonate the bombs while he was grappling to a plane above him with Lau in tow.
During the interrogation, Harvey Dent realises that he can charge the entire mob and are given the location for the mob. The police managed to arrest the entire mob, however, a few managed to evade the prison system, including The Chechen and Sal Maroni. Realising the Joker was right, they decide to pay him to kill Batman.