The Definitive Fan Theory: Joker Is A Former Soldier With PTSD
A commonly cited answer is that The Dark Knight's Joker is a direct product of the conflict we've established him as critiquing; that he is a veteran of either the Iraq War or War in Afghanistan suffering from PTSD and taking it out on the world that "created" him. Given how tight Nolan is on giving up anything about his villain, most of the reasoning behind this theory is pure logic. It explains how the Joker has such an in-depth knowledge of explosives and firearms, and despite his slight figure is able to prove himself such a formidable fighter. On a more visceral level, it creates an immediate and damaging way for him to get those scars, already a twist on the classic Joker smile.
In terms of the text itself, there's his speech to Harvey Dent about "the plan", specifically the section, "If tomorrow I tell the press that, like, a gang banger will get shot or a truckload of soldiers will be blowing up, nobody panics because it's all part of the plan. But when I say that one little old mayor will die... well, then everyone loses their minds." It's been suggested that the spiel about the soldiers is an acknowledgment of where he came from, the distaste at how accepted war casualties are fueling his status as "an agent of chaos". While that's hardly firm evidence - Joker is full of proclamations of intent and greater motivation, and this one is particularly focused on tipping the scared District Attorney into becoming the vengeful Two-Face - it does serve as an explicit callout in the movie to the wider world state of the time and thus must be considered in the reading.
This has been extended recently by Patton Oswalt, who posits that along with the standard military knowledge, Joker's manipulation of Batman and the police during his interrogation hints at some professional training in military intelligence, with his grand plan being to probe Gotham City and attempt to prove his thesis on its ills (something Batman alludes to during their final conflict). Again, owing to the purposeful ambiguity, it's all circumstantial when it comes down to actual facts but this aspect unavoidably a backbone of the movie (his manipulation of fears and grander plan have already been discussed) and within the themes of the theory it slots in very neatly; military intelligence and the secrets therein unsettle similar to the truths behind these wars.
So far, this is mostly supposition, yet how every step of connection links directly into the themes of what Joker represents makes it incredibly powerful - especially when looked at on a large scale.
Indeed, what's not often addressed is how this origin theory has been backed up by what Nolan did next. While Ledger had planned to return for a third movie, his untimely death stopped that. Instead, Tom Hardy's Bane would break the Bat in The Dark Knight Rises, a film which, like its predecessor, wasn't shy about embracing the world it entered. Released in 2012, the trilogy capper emerged from the ashes of the stock market crash, reframing Bane (and the League of Shadows) as a parallel to the Occupy movement. Again, the Batman villains were presented as the direct repercussions of America's unchecked lording of power, pop culture figures used as pointed metaphors.