All scenes take place during night time.
The character He Zhiwu, who is mute but able to communicate with the audience through narration, tells us he became mute after eating a tin of pineapple with a past expiration date. A character in the earlier Wong Kar-Wai film, Chungking Express (1994), is obsessed with the expiration dates on tins of pineapple. In addition, they are both named He Zhiwu (though the character in Chungking Express (1994) is a cop, and the character in this film is a former criminal) and both are played by the actor Takeshi Kaneshiro. Also his cop number and prisoner number are the same.
After the sunshine and bright daytime colors of Chungking Express (1994), director Wong Kar-Wai and cinematographer Christopher Doyle wanted to instead focus on neon, night time, and grunge for this film.
Wong Kar-Wai and cinematographer Christopher Doyle deliberately chose to use a lot of wide angle lenses and close shots to distinguish this from their previous collaboration Chungking Express (1994).
The McDonald's restaurant frequently visited by Wong Chi-Ming and Blondie (and where they first meet) is the same exact restaurant visited by Cop 663 in Chungking Express (1994).