Sha zhi lian (1988)

Leslie Cheung picks up a girl while driving his car in a remote location and offers her a ride back home. The girl introduces herself as 'Cecilia' who is played by Cherie Chung. Leslie Cheung's character can't forget her and visits her again at her apartment only to find out that it's empty and the old lady who lives there says no one has lived there in a while. His friends say that he gave ghost a ride, but shortly after he sees Cecilia walking in the city. He tries to catch up to her but fails. He eventually tracks her down but finds out that she's a girlfriend of a gangster Sam Tsao. Story starts out as a mystery and intrigue and ends as a bittersweet romance with plenty of action and good plot.