Someone posted online somewhere (can't remember where) that they were really impressed with the street mockup used for the cinema sequence in this film. Granted, much of the on street sequences were filmed on the (very obviously) fake Movietown lots, however, the cinema sequence was shot at a real place. It was the Hollywood Theatre on the corner of Sai Yeung Choi Street South and Soy Street. The cinema is long gone (it closed in 1980) but note that at the time of filming it was showing the 1967 Shaw film,
Susanna (Chinese title:
珊珊). Hollywood Plaza stands on the site now (not to be confused with "Plaza Hollywood" above Diamond Hill MTR station).
This is where agent 009, posing as a buyer, agrees to meet the gang to pay for some explosives.
This last image is great because it shows the view looking south down Sai Yeung Choi Street South, with Soy Street crossing in front. In the distance is part of the old Kwong Wah Hospital site.