SPOILER: At the end of the third Catwoman mission, she is given the option to rescue Batman or leave Arkham City. If she chooses to leave the city, the credits will roll and the voice of Oracle can be heard pleading for help because everybody else has been killed.
During the closing credits, the Joker is heard singing "Only You" to Batman.
Finding the positive early pregnancy test next to Harley Quinn's costume unlocks an easter egg where Harley sings a rather chilling version of "Hush Little Baby" over the final seconds of the credits.