"Police Story 5" was planned, to be directed by Sammo Kam-Bo Hung, set mostly in Sydney, Australia, and was to involve Chan Ka Kui and May's wedding, but was canceled, with the project reworked and morphed into the unrelated Mr. Nice Guy (1997), now with a Melbourne setting.
Inspector Chan Ka Kui and "Uncle" Bill Wong are the only characters to appear in the four "Police Story" movies.
Annie Wu didn't speak Cantonese at that time (she was just learning the language), which is why all of her scenes, and those of Uncle Seven and his family (including Jackson Lau) were done in Mandarin.