First up in the AIA Tower and CCB Tower. You can also see the spires on the top of the Bank of China Tower poking out from behind CCB Tower. So this shot was taken from the open area in front of the City Hall complex.

AIA Tower (L) and CCB Tower (R)

For the final post from this film, I've left the best until last. Possibly one of the best-remembered scenes from The Killer is when Ah Jong and Danny Lee's policeman end up sprawled on the floor with their guns pointing at each others faces. This takes place in the home of Ah Jong's double-crossing agent, Sidney, where Ah Jong and Jennie have gone into hiding. Yet another example of John Woo's favourite pastime: finding a building about to be demolished and then blowing the sh*t out of it.
Yes, as you may have guessed the house is no longer around. It was located in Tai Po Kau, just off Lookout Link. It and its neighbour were both demolished not long after this film was made and the whole site was replaced into a townhouse development called Villa Costa at #18 Lookout Link. The part of this development that corresponds where the old house and its garden were located, coincides with today's house numbers 10, 11, 12 and 15 (there's no #13 or #14 because...superstitious claptrap). I have no idea if this house had a name, nor who the owners were (although I am sure someone can pay for the land deeds if they are really interested) but given that a variety of Colonial Administration employees used to live around this area, it wouldn't surprise me if this was also given over to a senior officer in the then Govt.
I did notice that whoever wrote the wikipage for the film has stated this property was located in Stanley, but that's patently wrong. So, another falsehood busted.
Please feel free to comment if you have any information you can share about the place. I already posted an image on Gwulo and so far the only comment was to tell me it was the house from The Killer (yes, this despite me already mentioning it in my post there). On an aside, the house next door (whose garden/front hedgerow can be seen in image 1) which also succumbed under the same development project, was called "Hei Yuen" on the 1970 Govt maps. Villa Costa was completed and occupied in 1994, so I imagine the house was demolished within a couple of years of the film being made there.
Where Ah Jong goes to contemplate his life after realising he had been double-crossed. The Kwun Tong Public Pier is the smallest of the 3 piers at this location, the other ones being the ferry pier and the vehicular ferry pier. Judging by the amount of mist on the harbour, I would say this scene was probably filmed around this time of year (March/April) as the air starts to warm up and the humidity starts to creep up. The harbour does sometimes get this weird thick covering of fog so it was good timing to capture it on film.