This one is a bit sneaky because the film makers want you to think that this is at the airport as the tough dudes await Largo's arrival.
In actuality, this road viaduct is part of the Tsing Sha Highway that leads onto Hong Kong's newest bridge - Stonecutters Bridge. The area is surrounded by freight processing terminals (Container Terminal 8 to be precise) and the building at the back is the office of Modern Terminals Limited. This explains why the film makers chose the upward angle for the camera shot - I guess it was to hide the stacked containers. Anyway, the road we are on is romantically called 'Container Port Road South'.
Here is the current Streetview so you can see that the road does not, in fact, go into the side of the building (trust me, I consider all feasible options when tracking down these obscure places!).