In French if one wishes to make a name out of a noun and an adjective, the only way to do this is to say the man of ____ So, if one wishes to make a name out of two nouns, they may become a hyphenated noun.
Perhaps, then, "The Batman" would be something like this:
This is just an educated guess since no one else has volunteered.
I have to agree with my collegue here.
Batman = L'homme chauve-souris.
But I would hardly reommend to use this translation, Batman is known as Batman all over the world (just the pronounciation is otherwise).