Apparently you can also get it at EBGames, but I'm not 100% sure.
I think the head is glues to the mask, but the head can rotate on the torso. The legs are glued on, but they can move. The hands are just in the arms like a normal minifig.
I think the key chain goes through the head and to the neck part, I tried unscrewing it but I don't think it is a screw in.
Try thisI needs me a Robin and I'm not keen on paying $35 for the Robin & Penguin playset.