According to Official PlayStation Magazine Batman: Arkham City will "almost certainly" feature clues pertaining to the third game in Rocksteady's series.
In an interview with studio chief Stefton Hill, he stated
"One of the key lessons we learned while making Arkham Asylum is that we always create a lot more story than will fit into a single game."
"Although [Arkham Asylum] felt like a self-contained story, there are a large number of very deliberate hooks that lead into the second game... I don't believe in holding ideas back."
Something to keep in mind while playing the game next Autumn!