The "affairs" series will teach you much about how the hong kong mafia really works, and you will enjoy some of the best performances by really great actors that most white people will never know. I have all three on DVD here.
If you want some real fun, check out the japanese stuff. "Ichi the Killer" is a great way to see what happens when cartoons are made into movie, with very bloody (and actually somewhat humorous results)
http://www.ichithekiller.net/trailer/trailer_high.html
Warning! Extremely violent content. Contains violence against everyone, in all sort of manners that might offend american sensibility (in other words, women get hit, which these days is pretty much a no-no except for love taps). The trailer is more than enough all by itself :-)
Alex