The sequence in the cinema takes place in the same venue as Goodbye, Dragon Inn (2003), and uses some of the same shots.
The scene at the cemetery was filmed at le Cimetiere du Montparnasse in Paris. It was one of the last scenes filmed for the movie.
The French film that Hsiao-kang watches is "The 400 Blows", which was the first major role for Jean-Pierre Léaud, who appears later in the film as 'Jean-Pierre, the man at the cemetery'.