Christopher Nolan's (maybe) final bat-film will be all set to launch into theaters this July (7/20/2012 to be exact) but as of right no, final filming is still underway in New York City.
Follow these links to check out the coverage of the filming on superherohype.com. A site you should have bookmarked if you're any kind of superhero movie fan btw.
Bruce Wayne
Loads of stuff, including the Batwing and more.