I was watching the Dark Knight and had the thought "I bet I could make particle system of bats", so I did. Granted it's not as complicated as the ones they used. I'm still learning how to program particles to do my bidding, but once I do, I might update this post with some swarming bats.
The process was fairly basic. I found some refs of bats that I could model to. Built a simple bat model, didn't need anything crazy detailed since all you'd need in a p-system like this is the general shapes and animation. Then I set up the skeleton, and my animation controllers.
During this time I was also messing around with maxscript trying to come up with a script that'd mirror my animation from one side to the other. After a lot of trial and error I finally had a script that did that. It didn't really save me any time this time around because of development time on it, but in the future it should come in handy.
Then I found some video refs on youTube and animated a loop. Once I had my loop I point cached the animation out, and imported just my bat model into an empty scene. I then dropped a point cache modifier on the model, and used that model as my mesh reference for my particles. Messed with varying scales of particles, animation offsets, random directions along the horizontal, and I was done.
Here's the setup I used for the bat.