The whole time the doctor is studying Rorschach's facial expressions. He sees the torment as Rorschach takes a trip back in time with each pic. Then he comes back to reality and lies through his teeth and the doctor knows better. Of course Rorschach knows he's not fooling the doctor, so he's just going to be himself.
I saw a comment that the guy who helped Rorshach was killed. I remember the scene when Manhattan bomb explode, before that he dropped his suitcase so he wasn’t killed by Rorschach
I'd like to say something, but correct me if I'm wrong; Is he not cooperating by pretending to be insane so that he can descend into the prison layer to be with the criminals he arrested just so that they can try to get a piece of him for the sake of killing them all? I watched the movie, I just don't remember what his goal was here.