Love the ideas for Penguin and Joker!
For Riddler, how about turning off all the insert lights, and putting riddles on the alpha numeric display in order for someone to figure out what they need to shoot next? The player is forced to "play in the dark," which seems like a very Riddler thing to do...
For Catwoman, you could do a timed mode, and have her "steal" your ball locks, or your progress from other modes if you don't win the mode in time?