First of all, I made this masterpost thanks to buffycomics Harley Quinn chronological comic appearances list and thanks to jokeruniverse for The Joker’s comic appearances. 

COMICS

• Batman & Robin Adventures #1 (1995): “Two-Timer”
  
• Batman and Robin Adventures #18 (1997): “ Joker’s Last Laugh”
  
• Batman: Gotham Adventures #10 (1999): “Mightier than the Sword”
  
• Batman: Gotham Adventures #14 (1999):  “Masks of Love: A Harley Quin Romance” 
• Batman #570 (1999):  “The Code, Part One: Breakin’ the Law”
  
• Detective Comics #737 (1999):  “The Code, Part Two”
  

1. NOTE: About all of the Detective Comics, you can use this torrent, it covers all of the issues since 1937-2011. When you download the torrent you can choose which chapters you want to download instead of downloading them all. If you don’t know how to do that I can provide you a tutorial if you ask for it, I tried searching some but they are confusing, so just ask me!

• Batman #573 (2000):  “Shellgame, Part One: Gambits”
  
• Detective Comics #740 (2000): "Shellgame, Part 2"
• Batman: Gotham Adventures #30 (2000):  “Deals” 
  
• Batman: Legends of the Dark Knight #126 (2000):  “Endgame, Part One: Silent Night, All is Calm, All is Bright…”
  
• Batman #574 (2000):  “Endgame, Part Two: …Tender and Mild… ”
  
• Detective Comics #741 (2000):  “Endgame, Part Three: …Sleep in Heavenly Peace…” 
• Action Comics #765 (2000): “A clown comes to Metropolis”
  
• Adventures of Superman #583 (2000):  “The Reign of Emperor Joker Part Three: Life is But a (Very Bad) Dream”
  
• Superman: The Man of Steel #105 (2000):  “The Reign of Emperor Joker Part Four: All the World His Stage”
  
• Action Comics #770 (2000): “He Who Laughs Last”
• Harley Quinn #1 (2000):  “An Harley Quinn Romance”
  
• Wonder Woman #164 (2001):  “Gods of Gotham, Part 1: Discordia”
  
• Wonder Woman #165 (2001):  “The Gods of Gotham Part 2: Avatars”
  
• Wonder Woman #166 (2001):  “The Gods of Gotham Part 3: Fear”
  
• Harley Quinn #5 (2001):  “Larger Than Life”
  
• Wonder Woman #167 (2001):  “The Gods of Gotham Part 4: Faith”
  
• Harley Quinn #8 (2001):  “Be Cruel 2 Your School”
  
• Harley and Ivy: Love on the Lam (2001)
  
• Joker: Last Laugh Secret Files #1 (2001):  “A Clown at Midnight”, "Touched", “Joker Fun Facts”
  
• Harley Quinn #13 (2001):  “Night and Day”
  
• Joker: Last Laugh #3 (2001): “Lunatic Fringe”
  
• Joker: Last Laugh #4 (2001): “Everyone Knows This is Nowhere”
  
• Joker: Last Laugh #5 (2001): “Mad, Mad World”
  
• Batman: Gotham Adventures #45 (2002): “Running the Asylum”
  
• Batman: Gotham Adventures #53 (2002): “Green Mind”
  
• Harley Quinn #25 (2002): “Once More, with Feeling!”
  
• Harley Quinn #26 (2002):  “Vengeance Unlimited, Part One”
  
• Batman Adventures #1 (2003): “No Asylum”
  
• Batman Adventures #3 (2003): “My Boyfriend’s Back”
  
• Batman #613 (2003):  “Hush, Chapter Six: The Opera”
  
• Batman #614 (2003): “Hush, Chapter Seven: The Joke”
  
• Harley Quinn #32 (2003): “The Year of the Rat”
  
• Batman #615 (2003): “Hush, Chapter Eight: The Dead”
  
• Batman Adventures #16 (2004): “The Bride of the Joker”
  
• Infinite Crisis #7 (2006): “Finale” [Note: Cover Only]
• Batman #663 (2007):  “The Clown at Midnight”
  
• The Batman Strikes! #35 (2007): “The Clown Prince of Late Night” 
• Batman Confidential #7 (2007):  “Lover’s and Madmen #1” 
• Batman Confidential #11 (2008): “Lover’s and Madmen #5:  This Apparition Come” 
• The Batman Strikes! #41 (2008):  “Girls Just Wanna Have Fun”
  
• The Batman Strikes! #45 (2008): “Gotham Girls: Honor Among Thieves”
  
• Justice League Unlimited #41 (2008)
• Detective Comics #853 (2009): “Whatever Happened to the Caped Crusader?, Part 2 of 2”
  
• Superman/Batman #61 (2009):  “Mash-Up pt 2”
  
• Batman: Arkham Asylum (2009):  “The Road to Arkham”
  
• Gotham City Sirens #4 (2009)
  
• Gotham City Sirens #5 (2009), [Joker revealed to be Gaggy Gagsworth]
• Detective Comics Annual #11 (2009): "Question & Answer"
  
• DCU Halloween Special ’09 (2009):  “To the Finish Line!” [Note: Cameo]
  
• The Joker’s Asylum: Harley Quinn (2010/’11), [Vol 1&2]
• Gotham City Sirens #6 (2010), [Backflash, Gaggy as Joker]
• Gotham City Sirens #19 (2011): “Behind the Bat, Behind the Clown”
  
• Gotham City Sirens #20 (2011): “Hell Hath No Fury”
  
• Gotham City Sirens  #23 (2011): “X-Friends pt 1”
  
• Gotham City Sirens  #24 (2011): “ X-Friends pt 2” 
• Batman: Arkham City #03 (2011)
• Suicide Squad #006 (2011)
• Suicide Squad #007 (2011)
• Suicide Squad #14 (2012), [A “DEATH OF THE FAMILY” tie-in!]
• Suicide Squad #15 (2012), [A “DEATH OF THE FAMILY” tie-in!]
• Batman: Arkham Unhinged #003 (2012)
• INJUSTICE: Gods Among Us #002 (2013)
• INJUSTICE: Gods Among Us #003 (2013)
• Detective Comics #023.3: Harley Quinn (2013)
• Secret Origins #004 (2014)
• DC Comics Presents: Harley Quinn #001 (2014), [ collecting BATMAN: HARLEY QUINN #1, JOKER’S ASYLUM II: HARLEY QUINN #1, and stories from BATMAN: GOTHAM KNIGHTS #14, COUNTOWN #10, BATMAN GOTHAM KNIGHTS #30 and BATMAN BLACK AND WHITE #1]
• Harley Quinn: Futures End #001 (2014)
• New Suicide Squad #001 (2014)
• Batman: Arkham Knight #002 (2015)
• Batman ‘66 #025 (2015)

GRAPHIC NOVELS

• Batman: MAD LOVE (1994)
• Batman: No Man’s Land (2002), [All the volumes]
• Batman Black and White Volume 2 (2002),  “Case Study”; “Night After Night” 
  
• Batman: Harley and Ivy (2004) 
• Batman: Death and the City (2007), [Note: collection of stories from DETECTIVE COMICS #827-834]
• Joker (2008), [Graphic Novel by Brian Azzarello]
• Batman: Lovers and Madmen (2008), [ tale from BATMAN CONFIDENTIAL #6-12, sheds light on who The Joker was before he became the Clown Prince of Crime]
  
• Batman: The Joker’s Last Laugh (2008), [ The Joker, thinking he’s dying, concocts a scheme to carry on his legacy by transforming his fellow villains into “jokerized” versions of themselves]
  
• Batman: No Man’s Land (2011), [NEW EDITION]
• Suicide Squad Vol 3: Death is for Suckers (2013), [Note: issues #14-19]
• Harley Quinn: Vengeance Unlimited (2014)
• Harley Quinn VOL 2: Power Outage (2015), [Note: ON SALE 12/9]
  
• Batman Adventures VOL 3 (2015), [Note: ON SALE 10/28]

BATMAN: THE ANIMATED SERIES

• Episode #022 - Joker’s Favor (September 11th, 1992)
• Episode #033 - The Laughing Fish (January 10th, 1993)
• Episode #046 - Almost Got ‘Im (November 11th, 1992)
  
• Episode #051 - The Man Who Killed Batman (February 01st, 1993)
  
• Episode #056 - Harley and Ivy (January 18th, 1993)
  
• Episode #068 - The Trial (May 16th, 1994)
  
• Episode #072 - Harlequinade (May 23rd, 1994)

THE NEW BATMAN ADVENTURES

• Episode #001 - Holiday Knights (September 13th, 1997)
• Episode #029-31 - World’s Finest Part I,II,III (October 4th, 1997) [Superman: The Animated Series] // PART 1, PART 2, PART 3
  
• Episode #007 - Joker’s Millions (February 21st, 1998)
• Episode #021 - Mad Love (January 16th, 1999)
  
• Episode #023 - Beware The Creeper (November 7th, 1998)
• Movie #001 - Return of the Joker (October 30th, 2001) [Batman Beyond movie]

I’ve found the links I could to this masterpost, I guess some things are too old to be still downloadable or are too new and there are no scans. Hope you enjoy this list and use it as reference whenever you want to! [don’t forget to mention me if you use it, please and thanks]