Rich and Famous - Chow Yun Fat (1987) - Ponte-Cais do Porto Exterior, Macau

The heist sequence, when Kwok and Yung steal a briefcase from Boss Chu's men on behalf of Ah Chai, was filmed over in Macau at what was the old HK<>Macau Ferry Pier a.k.a Ponte-Cais do Porto Exterior.

The scene begins with Yung arriving in front of the pier with the old Casino Jai Alai in the background.  This building is still around as far as I can tell but has been extensively remodelled on the exterior  The ferry terminal area was located where the New Yaohan building stood (between 1992 and 2008) - although this was demolished and (see TST Dave's comment below) replaced by the "Casino Oceanus" - and the pier extended into the water here. It was eventually replaced by the current ferry terminal in 1993.

Anyway, the scene continues as Kwok steals the briefcase on the pier but is stopped by one of Chu's men - Chu being the main antagonist and enemy of Ah Chai.