Batman: Shadow of the Bat #91
Those 2 issues as well as 3 books which precede them:
Batman: Harley Quinn
Batman #570 - The Code (Part One)
Detective Comics #737 - The Code (Part Two)
make up what could technically be grouped together as No Man's Land vol. 3.5
I think they were omitted as Joker makes a brief cameo in Penguin's story and is featured prominently in the rest, but the peoplecollecting the trades decided to leave him out until the finale. This is a shame as they are all great stories & Underground Railroad shows a not often glimpsed human(e) side to Oswald.