it would be more disturbing to me if it was a documentary, but as realistic as it is, it's still a movie and there are certain suspensions and assumptions one makes. one of the assumptions one has to accept in Batman Begins and The Dark Knight is that Gotham is a city on the edge of collapse and despair, and needs only a push to send it into anarchy and chaos. they really would be unable to handle harvey's fall, and no one would ever attempt to clean up the streets legitmately again. if you make a public announcement that "the District Attorney went crazy and died trying to clean up the streets, so who wants to go next?" i don't think you'll have very many volunteers.

and as for the end, he certainly didn't leave the Joker "at large" at the end of the movie. he left him dangling from a steel cable hundreds of feet above the ground moments away from a heavily armed SWAT team. i think the assumption that we are supposed to make is that Joker is pretty well and firmly captured and Gordon won't make the same mistakes twice and allow Joker to escape.