Not much of this film was made in HK - other than a little tidbit told to me by none other than stunt maestro Vic Armstrong who had a small cameo in the film (as well as being stunt coordinator) as a "Drunken Sailor". Vic says his brothel scenes were filmed at Golden Harvest Studios.
But anyway, Hong Kong aside, we do get to see a rather nice bit of Macau including the popular Lou Lim Ieoc Garden. We've seen it before on this blog courtesy of the 1978 Robert Clouse version of Game of Death.
But in the Tai Pan film, the locale serves as the Macau retreat of none other than Dirk Struan, the original master of the Noble House. Here are some screen captures.
For a few of my own pictures of the place, please click on the Game of Death link I provided above, there are some pictures there from a trip I made sometime in 2006.