To be fair, it isn’t explicitly explained in the movie why does Bane wear a mask, only implied. But if you read up on any of the “behind the scenes” stuff related to this movie, it gives a bit more information (yes, I am a nerd, and very proud!). Ok, so in Christopher Nolan (film Director for Dark Knight Rises) was quoted as saying "Bane is ravaged by pain from a trauma suffered long ago.” He then clarified that the mask is basically delivering a constant stream of anesthetic gas which helps his character to cope with the pain. There is also a theory that he wears a mask just to generate discussion (“why does Bane wear a mask…?”, “what’s the mask for…?”, “has he always worn a mask…?”), which, if that’s the case, it seems to be working pretty well (as evidenced by this discussion). People always wonder about things that aren’t explained in detail. And finally, it makes him look awesomely scary! All Batman villains need some kind of crazy quirk to make them look devious and evil.