He Qiwu/Cop 223
Cop 223 is the first of two heartsick policemen we meet in the film. He's a 25-year-old detective who's just had his heart broken after his girlfriend May broke up with him on April Fools Day. His voiceover drives the action in the first part of the film, making for a strange asymmetry when the narrative leaves him behind entirely for the film's second half. He seems like a hapless if not totally inept police officer, unwittingly working to seduce the woman in the blonde wig, who we quickly learn is part of a drug smuggling operation. That poor judgement defines Cop 223, his vision clouded by a hungry heart.
The Woman in the Blonde Wig
The woman in the blonde wig never earns a name in the film, and remains entirely mysterious until we follow her after the night she spends with Cop 223 in a hotel room. From there, we see her try to clean up a botched drug smuggling operation, hunting and killing her superior in the business. Like many of the characters in the film, she has a double: the woman who her superior dances and has sex with in the reggae bar.
Faye
Faye is the love interest in the second half of her story, a manic, impish girl who works in her cousin's Midnight Express franchise, blasting The Mamas and the Papas. She takes a liking to Cop 663 but turns jealous when a woman leaves an envelope for him at the restaurant. During the course of her protracted flirtation with Cop 663, she repeatedly breaks into his house to do chores and put more goldfish in his fish tank. She's a whimsical character, whose name sounds almost exactly similar to that of the woman who left Cop 223 earlier in the film.
Cop 663
Cop 663 is the second heartbroken police officer we follow, his heart broken by a flight attendant who suddenly moved out of the apartment that they lived in together. Like Cop 223, he is lovelorn to the point of distraction, but embodies a mature stoicism that leads him to suffer a bit more quietly. He returns day after day to the same lunch counter to talk to Faye, who he begins to fall for. She disappears on him too, also to work as a flight attendant, leading him to buy her cousin's fast food counter.
Midnight Express Manager
The Midnight Express Manager, Faye's cousin, is the only character that unifies the two parallel love stories that comprise the film. He's a confident, comic character who provides a stable foil to the chaotic, flighty lovebirds who eat up most of the screen time. He's always trying to coax the police officers into romantic pursuits, and comically loses his cool with his careless employees.
Stewardess
Cop 663's ex was a stewardess who he picked up while flying in a plane once. They lived in his apartment together, and now he is seemingly haunted by her absence whenever he is home. She's the one who leaves a letter with a key for him at the Midnight Express, which Faye uses to break into his house. She also calls Cop 663 and leaves him a message, but Faye deletes it. She left Cop 663 for a biker dude.
The Crime Boss
He doesn't have much of a speaking role, but the Woman in the Blonde Wig's boss in the drug operation is a white man who we almost exclusively see in the Bottoms Up Bar, talking just out of ear shot. We see his demise when he is shot in the head by the Woman in the Blonde Wig as he goes to play with some kittens.
Convenience Store Clerk
This is the person who Cop 223 gets into a spat with over throwing out expired pineapple. The clerk giving Cop 223 an entire box of expired canned pineapple sets off one of the more humorous sequences in the film.
May
Even though she never appears on screen, May, who leaves Cop 223 on April 1, drives much of the action of the film's first half. He's half convinced that she left him as a prank since the break-up happened on April Fools Day, but she never returns. The closest we get to her is witnessing Cop 223 talk to her parents on the phone.
The Other Woman in the Blonde Wig
Brigitte Lin's Woman in the Blonde Wig has a double, which is a woman who's always dancing to reggae in the Bottoms Up Lounge. She stands as a counterpoint to Lin's character's poise, reserve, and class.