So I watched this thing last night because I got it for my sister for Christmas.
It's a rather unusual film, and must be approached from a different angle than most movies. It's more of an anthology than anything else. The film's description calls them "six mostly related segments" or some such thing, but they're really only very vaguely related. (Several of the films share supporting characters, but it's like saying that two Batman stories are consecutive because they both have Alfred. Some of the connections that are supposed to be made between the segments make no sense, such as the supposition that In Darkness Dwells is immediately followed by Working Through Pain.)
Each segment is directed and animated by entirely different teams, although the voices of the recurring characters tend to be the same. (Batman is Kevin Conroy, reprising his role from Batman: The Animated Series.)
Since each segment is so markedly different, it'd be better to divide them up into their components and look at them individually.
Have I Got a Story For You is the first segment. It was made by the same studio which made a popular but ugly movie called Tekkon Kinkreet. (Lots of people praised the movie, and it got awards, but I just can't get past how ugly the animation is.) And unfortunately, the animation is rather similar to that movie's.
However, it's a pretty good segment anyway, mostly because it's one of my favorite Batman stories: A bunch of kids tell each other warped stories of just what Batman is. As far as I'm concerned, this story borders on being the most fun Batman story.
And ugly animation aside, it's a pretty good one. The sequence where Batman is a hideous terrifying shadow monster vampire thing is probably the best, because the style suits the trippy segment.
But this film is a good place to start because it sets the tone for the wider anthology. Each part of it is depicting someone's distinct vision of Batman, and it works well for the film as a whole.
Crossfire is a Batman story of a different streak. As with the first, it is more of a "story that takes place in Gotham and features Batman very heavily" story than a "Batman" story. We don't get into Batman's head any more in this segment than in the last one, although we get more out of him than "Thanks, kid." And the animation, which is nice, serves to wash the taste of the last one's animation from the mouth.
Field Test is an odd segment, for more reasons than Bruce Wayne looking like a bishonen. Using the term "electromagnetic pulse" to describe a magical force field is just insane, thank you very much. It also feels like it doesn't belong in the same time period as the other segments. And it confuses the viewer with the gang bosses Maroni and "the Russian," both of whom were put away at the end of the previous segment, both being out on the street (well, in large yachts, actually). But it doesn't matter so much, because it actually does give us a snapshot of Batman's psychology-he won't use the forcefield again, because its ricochet effect could put others' lives in danger during firefights.
In Darkness Dwells initially promises to be a good segment, but it has too many weird things about it for me to talk about it positively. The mouths, for one, are animated in a truly... disturbing way. They're incredibly active and mobile, and super-explicitly enunciate every single letter of every word. The segment also features really bad-looking animation like Killer Croc sliding around like he's got no legs but a mass of tentacles or something hidden under the water, or Batman dynamically moving at three quarters of a mile per hour away as guys look impressed at his exit, or for that matter the hundred foot wide statue head that follows him through a sewer pipe and nearly crushes him to death (wait, what?).
Working Through Pain is a frame story that features a set of connected flashbacks to when Batman journeyed to India to learn to control pain. Why is he flashing back to this? Because he's been shot. There's a very painful (heh) moment where he takes out a little gadget and uses it to cauterize the wound. (It really sounds like it hurts. Conroy is good at those in-pain bits.) At the end, whilst wallowing around in garbage waiting for Alfred to pick him up, he finds that the garbage has a ton of guns sitting in it, and gathers them all up obsessively. When Alfred reaches him and offers his hand to pull him out, Batman looks up at him and says "I can't." (Incidentally, Batman is my mom's and my sister's woobie, and sis totally had a "poor woobie" moment in response to this. Mom wasn't watching.)
Deadshot is the last bit, and features Batman fighting Deadshot on a train. That's pretty much it, although it wraps up some of the so-called subplots from the other bits.
All in all, Gotham Knight is worth it if you like Batman and you like anime, and may be worth it if you just like Batman. Despite it having come out quite a while ago, it's still all over the place (just like this one), so if you thought about it and didn't get to it, it should still be easy to find.