Kirk Wong has probably the darkest vision of any Hong Kong director working on crime thrillers; even Ringo Lam desperately clings to some hope that heroes actually exist and will prevail. But Wong's heroes are really very commonplace men, with all the faults and flaws we can expect of them, while his villains are as vicious as nay we could imagine. The high point of Wong's career has been "Crime Story", the only Jackie Chan film that can actually be considered depressing.
Gunmen is a very dark tale of Shanghai "after the Chinese civil war", and I put that in quotes because it is never clear whether this is directly after the intra-party strife between two Nationalist factions during the twenties and thirties, or the revolution of Mao tse Tung that ended in 1949. The identifiers that would clarify this (references to the Communist party) are entirely missing, and intentionally so; Wong doesn't want us to see this story in those terms, but rather in terms of cultural tensions that somehow run deeper than economic politics or historical theories. It is exactly this particularity - of people rather than parties - that drives the characters towards almost certain destruction.
Politics aside, if what the viewer wants is a tense, brutal, violent gunplay crime film, look no farther. Just don't expect a happy ending.