At the risk of posing a tautology, a lot of what makes Wong Kar-wai's films so different from his peers'—be they peers in Hong Kong or peers in international art cinema—is the fact that his films are just so, well, different. Several critics and scholars have pointed to Wong's sense of music, often using his soundtracks to create films where the sound drives the logic of the editing, camera motion, and narrative. Indeed, it's clear that Wong views his films as something different than typical cinema.
One point that Wong has made in several interviews is that he is often influenced by literature when making a film. This may not sound particularly unique, but consider his peers in Hong Kong at the time like Jeff Lau, Ringo Lam, or John Woo, who solely seemed to be influenced by other films. Similarly, on the international stage, the heavy hitters in '90s cinema were also renowned film buffs: Quentin Tarantino, Steven Soderbergh, Richard Linklater, David Lynch, and so on.
The main literary influence in Chungking Express was Haruki Murakami, specifically his short story "On Seeing the 100% Perfect Girl One Beautiful April Morning." As Stephen Teo explains, even the openings of that work and this one are similar. In Chungking Express, Cop 223 smacks into the Woman with the Blonde Wig while running after a suspect, and in voiceover says he'd fall in love with her 57 hours later. Murakami's story begins, "One fine April morning, I passed my 100% perfect woman on a Harajuku back street."
As Teo points out, Murakami's story proved influential on this film in two ways: the dominance of conversational, first-person monologues, and the use of memory as a device for developing the narrative. These are not small influences. In fact, considering the fact that these two devices comprise the story architecture of Chungking Express, it's fair to say that Wong was very heavily inspired by Murakami's story when making this film.
Murakami and Wong each have a fascination with pop culture figures, and are keen interpreters of the ways these big stars who have no part of our physical lives nevertheless manage to seep into our day-to-day consciousness. Brigitte Lin is an icon of Chinese cinema dating back to the '70s, and Faye Wong is one of the biggest pop stars there ever was in China, and Wong puts each into roles that prove relatively mundane. Sure, Lin's character smuggles drugs and is in a life or death situation; sure, Faye Wong's character breaks into a cop's house every day. These make for titillating plot points, but at the end of the day we see our stars grinding away at daily life—just like we would.
Murakami's story also maintains an evanescent mood that is echoed in Chungking Express, with second-long encounters setting the course of events to come, as well as characters from each half of the story wandering in and out of each other's narrative segments. As with our memories, these little blips of a moment assume profound significance in our characters' lives.