SPL - Donnie Yen (2005) - former Fanling District Court and Magistracy, Fanling

The building used for the "Western District Police Station" in the film is actually the old magistracy/court building on the corner of Sha Tau Kok Road and Jockey Club Road in Fanling. It looks as though the interiors were also filmed on location because the wrought iron bannisters in the lower two images are indeed the ones inside the building.