Chinese Box (1997) set and made at the time of Hong Kong's handover to the People's Republic of China. The movie shows the actual temporary press room, specially set up for the press coverage of the handover, and located in the old part of the Exhibition Centre.
The World of Suzie Wong (1960) which includes footages of the Star Ferry
Three Businessmen (1998) - starring Miguel Sandoval and Robert Wisdom
Spy Game (2001) where the local HSBC headquarters are presented as the "US embassy". In fact, Hong Kong being a dependent area, there is no embassy in Hong Kong, but General Consulates