I second Knetan's vote for ON THE RUN, it's a
must-see! (edit: Oops! You've already seen it! Anyway...

)
Also, backtracking and if you want to see "gritty" crime films...
THE BIG HEAT (1988) - brutal crime thriller with lashing of heavy gore.
FATAL LOVE (1988) - the Leslie Cheung/Cherie Chung film; essentially a romantic thriller, but with a heavy hard-edge.
THE FIRST SHOT (1993) - "theatricalised" version of the emergence of the ICAC (Independent Commission Against Corruption); well paired up with prequel THE POWERFUL FOUR (1992).
GUNMEN (1988) - a good period piece, but a bit flawed for my tastes.
THE LAW ENFORCER (1986) - another Lee opus populated by some appalling violence; the finale is a bloodbath.
THE LAW WITH TWO PHASES (1984) is a must; completely different from what it appears and WAY removed from Danny Lee's usual outings.
LONG ARM OF THE LAW 1 - 3 (1984 - 1989) - essential crime thrillers about the once prevalent "Big Circle" Mainland crime gangs.
MY HEART IS THAT ETERNAL ROSE (1988) - a remake of CASABLANCA and perhaps my all-time favourite HK movie ever.
NO COMPROMISE (1988) - the Danny Lee film is a nice, gory thriller.
NOBODY'S HERO (1989) - really down-n-dirty TAXI DRIVER retread enlivened by violence on splatter-movie levels.
ORGANISED CRIME & TRIAD BUREAU (1994) - more Lee, more grit.
PEOPLE'S HERO (1987) - Derek Yee & Ti Lung do DOG DAY AFTERNOON; bleak!
SENTENCED TO HANG (1989) - true story and the very first Cat III film!
THE TIGERS (1991) - spin-off from a TV series and quite a star ensemble.
TO BE NUMBER ONE (1991) - the Ray Lui - "Limpy" Ho bio-pic (a personal fave, though many despise it; it's an epic at 2 & 1/2 hours)
TO LIVE & DIE IN TSIMSHATSUI (1994) - brilliant INFERNAL AFFAIRS precursor starring Jacky Cheung as a police mole in a high-profile triad.
THE TRAGIC FANTASY: TIGER OF WANCHAI (1994) - another true story, about the late Andeley Chan, with Simon Yam; another personal fave.
That should get you started! I'll come back and post more as I think of them -- it's easy to recommend the regulars, but just that teensy bit harder to go left of mainstream and summon the unsung gems.
