Dead or Alive: Final - Shô Aikawa (2002) - Lei Yue Mun

A fair bit of the film appears to have been shot in and around the various small villages that sit around the Lei Yue Mun headland. Getting definitive locations from these images is difficult without going there and wandering around all day, so I'll just say that the top image was taken somewhere at the southern tip of the headland because that is Hong Kong Island in the background.