Awesome Music: The music of the whole series tends to be very pompous which can lead to goosebump inducing moments here and there. One example is the Hungarian Choir track that is used on several occasions in the second film of the series.
Even Better Prequel: Not the majority of the series' fans, but the second film has a lot of fans.
Harsher in Hindsight: Sam ordering Wong's death, after the prequel reveals that they once were friends.
Moral Event Horizon: Hon Sam in the second film letting his Thai buddies massacre the non-active-gangster members of the Ngai family, including an old woman and a small child.
Narm: The death scenes of some characters can have this effect, inserting black and white flashbacks of important character moments to Tear Jerker music.
Nightmare Fuel: Hong Kong is implied to be Hell from the blurbs at the first and ending parts of all three films. Essentially, all of the characters are trapped in this continuous hell and forced to suffer for all eternity.
The Woobie: Yan. He only wants to be a cop but is cursed to be an undercover gangster instead, with noone knowing of his good deeds except for Wong. During this, he gets dumped by his girlfriend, lured into several traps by Sam, gets beaten up, nearly shot, Sam eventually even breaks his arm. Then, the one person who knew of his true identity dies. Then, Lau erases his police file data. Then he dies.
In the third film, Lau takes his place as the woobie, resulting in a Sanity Slippage.