It seems that Commissioner Gordon isn't relocating from Gotham City to the West Coast after all. Despite earlier rumors that Gary Oldman had been seen on the set of Iron Man 2, according to reports from JoBlo.com, it now turns out that rumor is untrue.
Oldman is in the midst of shooting The Book of Eli, which caused suspicion that the rumors of his sighting on the Iron Man 2 set were untrue. Confirmation came from Oldman's manager Douglas Urbanski, who said that Oldman hadn't left the set of the film except for a brief visit home to see his children.
Urbanski further went on to say that Oldman is very happy working with Warner Brothers, specifically in the Batman and Harry Potter franchises, as well as The Book of Eli. As such, Urbanski says that Oldman wouldn't sign on to another superhero franchise out of respect to the studio. (Although presumably, this wouldn't keep Oldman from appearing in another DC comics based superhero film produced by Warner Brothers, if the studio called for it.)
So, no Oldman in Iron Man 2. And no one in Oldman's camp knows where this rumor originated from.