After you rescue the three hostages go back to the GCPD and interrogates the Mad Hatter again. After a short cut scene you will need to battle two waves of enemies before rescuing a cop near the Mad Hatters left hand. After that grapple to the next page and battle another two waves of enemies before rescuing the same cop near the Mad Hatters left hand. Again grapple to the next page where you will battle a third set of two waves of enemies. This time there will be the cop in the second wave. He is highlighted by a green outline similar to the informants for the riddler trophies. Save him until the end and interrogate him. This will allow you to escape. The achievement will pop after you interrogate the Mad Hatter.