Correct me if im wrong but except Ka Kui, Uncle Bill is the only charecter too feature in all 4 PS films.
The US version is heavily edited.
Ka Kui as now anglicized his name for international missions. He is now Jackie.
May does not return. Jackie wanted Maggie Cheung too work 2 days on the film. She accepted but wanted too be payed for weeks worth of work. Jackie refused and she declined.
While filming in Australia Jackie was visited by his wife and son.
The scene where Jackies hat is demolished by rotorblades, this was a special effect. The hat had small explosives in set off at the right time. Jackie was still close though.
When Jackie calls Uncle Bill from Australia Ken Lo is standing in the background.
2 other films often claim too be Police Story 4. They are Project S and Crime Story