Since 'Chungking Express' was filmed in sequence or "like a road movie" as Wong Kar-Wai has said, Wong wrote each scene either the night before or in the morning of the day of filming.
The filmmakers were sued by the people living below the apartment that was flooded for one scene. The apartment was on the third floor and both levels below it suffered water damage.
A third segment was written but Wong Kar-Wai felt that the film was complete without it. The third story formed the basis of Les Anges Déchus (1995).
Faye Wong is better known in Hong Kong as a pop singer. Indeed, that is her singing on the cover version of The Cranberries song "Dreams" that we hear during the film.
Veteran actress Brigitte Lin came out of retirement to have a starring role in the film as the drug smuggler in a blonde wig. She was very eager to work with Wong Kar-wai