Because it was so hard to get permits, some of the footage for Tony Weng's assassination scene was shot under the pretense that director John Woo was doing a documentary about Hong Kong's annual Dragon Boat race. Woo shot the bulk of the footage five months earlier, and brought in a small crew later to fill in the gaps. Woo ended up editing the scene himself, which took three weeks. Woo is a huge fan of musicals, and tried to think of the sequence as a musical number or dance sequence. He even edited it in time to the soundtrack.
John Woo improvised all of the action sequences on the set, with the actors, stuntmen and stunt director. He never used storyboards, partly to prevent his ideas from being stolen and partly because, according to the DVD commentary, he prefers to "work as an artist, like a painter. I want to show where my mood takes me." When Woo planned non-action scenes, he often changed things at the last minute. For instance, most of the dialogue in the apartment when Sydney double-crosses Jeff was improvised.
All of the guns in the film are real. Because of Hong Kong's very strict gun laws, they had to be specially imported, and their use on-set was closely monitored. The gunfights in the streets of Hong Kong drew complaints from residents. Many local police officers are John Woo fans, and they usually let him keep filming. The shootout on the tram caused chaos in the Causeway Bay district; people thought a real robbery was going on. Woo had to talk to the Police Superintendent himself before he was allowed to resume filming.
The scene where Jeff beats up Jennie's would-be attackers in the alley was tough for Chow Yun-Fat, who doesn't like violence. Director John Woo wanted hard hits, but Chow had trouble at first. After some coaching from Woo, Chow was able to muster up anger to make the scene more convincing. In fact, it became too convincing, as the stuntmen had to tell Chow to pull his punches a bit after one of them got hurt. Chow got hurt himself during the filming of the church shootout, when a piece of plaster cut his face, missing his eye by an inch. You can see the cut during the part where Jeff and Li talk before leaving the church.
John Woo: [doves] This was the first film where Woo used the dove symbolism. He later used it to similar effect in Hard Target (1993), Face/Off (1997), Mission: Impossible II (2000), and Paycheck (2003).
John Woo: [reflection] Jeffrey sees a reflection of the thug in his sunglasses on the boat docks, an in the window of his apartment.
John Woo: [guns] Jeffrey holds two guns in his hit at the start of the movie, and in the finale at the church. Eddie Wong also holds two guns at once.