Rocksteady Studios is aware of four known issues with the Collector's Edition of Batman: Arkham City has addressed several of them on their official forum. Some forumites have purchased the title from Best Buy and other retailers without having some bonuses that were promised in the Collector's Edition.
Rocksteady is "working closely with Warner Bros." to rectify the following problems as soon as possible:
Gotham Knight: DVD received instead of Blu Ray
Collectors Edition cards not included
Catwoman code not included in CE
Robin DLC not working
Apparently, the Robin DLC code isn't working on the redemption side, so it may be an issue with Sony and Microsoft, perhaps not yet recognizing the codes.