Towards the end of the movie, we see Patrick Bateman in an apartment full of dead bodies. He ends up confessing what he's done to his lawyer. Later he goes back to the apartment, only to find the bodies are all gone. What happened to the bodies?
Batemen is a psychotic schizophrenic and none of the events depicted actually happened.
Looking at the evidence presented by the movie. We see Batemen commit acts that anyone as high profile as him could not have done without raising at least some questions.
During the film we are presented his crazy subconcious mind that allows him to easily obtain a threesome with 2 prostitutes while physically beating them, going into what seems to be murderous rampages over business cards as well as seeing an ATM that tells him to insert a kitten instead of a card.
All of these events can be explained as happening inside Bateman's mind rather than in real life. In reality, one could argue the only true act that happened during the film was breaking off his engagement with Evelyn due to his realization of his psychotic visions becoming more and more intense as the film goes on.
In the end, Bateman seemingly kills dozens of police officers, something that would not easily be forgiven, forgotten, nor without being the talk of the town and also among his socialite 'friends'. Even his 'confession' is aluded to by his lawyer as a laugh as they believe Bateman is too reserved to commit such acts.
This further portrays him as actually battling inside his head most of the time, instead of a physical representation of his acts. It can be argued that while his psychotic visions are occurring, he is actually just sitting, silently, slightly catatonic while these play out inside his thoughts.
I actually have never seen this film, but I've heard a lot about the book as well as the film adaptation and it is my understanding that there is a proposed question as to whether or not any of the events in the story really took place at all. I believe that Bateman is a proposed schizophrenic and being that the story follows according to his perspective, there is the possible mental projection of the crimes. This uncertainty of reality is probably the reason for the missing bodies.
It's been a while since I saw the movie, but my impression was that the events in the move are not meant to be imaginary. I remember Bateman kills someone and then pretends the apartment is his own. That is where he leaves the bodies of his victims.
Bateman at some point spray-paints "Die Yuppie Scum!" on the wall. One of the conceits of the film is that yuppies really are scum. They are worthless and interchangeable, so people can't tell one from the other, and nobody cares or even realizes when one is murdered.
Toward the end of the movie Bateman comes back to the apartment and the bodies are gone. A realtor is there, getting ready to show the apartment. (Apparently Bateman hasn't kept up the rent payments.) It is the realtor who has disposed of the bodies. She hasn't even bothered to call the police because the victims were only worthless yuppies. She knows Bateman murdered them, but doesn't care. She treats him with disdain, though, because he left a mess for her to clean up, and because he is a yuppie too.