Rush Hour 2 - Jackie Chan (2001) - Causeway Bay Typhoon Shelter, Hong Kong

Causeway Bay Typhoon shelter actually pops up several times throughout the film. The first time is during the opening credits as an establishing shot (top picture), but also when Carter and Lee are dumped naked on the highway (second shot) - the road is the Island Eastern Corridor and you can see the shelter area at the back. In fact the same overhead road sign board can be seen in both pictures.

The final appearance of the typhoon shelter is when the action moves to the yacht. The pier at which the boat is berthed is actually the eastern edge of the shelter. There is a misleading sign on the left which states we are at North Point Pier, but it's lying (like a cheap watch).

Actually, the area where Lee (played by Chan) used the polystyrene box to board the boat is still around but is currently covered in construction works for the Wanchai bypass reclamation. The wooden piles seen on film can still be seen on Google Earth, but it's unclear how much of the area will stay the same once the reclamation is complete. If you look closely at the lower picture, you can see the underside of the Eastern Island Corridor highway in the top right.