You have to remember not every situation is 'saveable' too. Imagine you were 30 rows up in that movie theater and you happened to have a pistol. It's dark, people are running everywhere, its loud as fuck from gunfire and screaming and there's constant crazy muzzle flash from the Joker shooting every 3/4 of a second. What could you really do?
If he happened to be next to you, and you were able to live long enough to get off a shot that he didn't see coming and actually hit him somewhere he wasn't protected, you could have eliminated the threat. Other than you're pretty screwed in that particular situation considering the potential collateral damage from you missing a shot.