Near the end of the film, when the heroes are walking out of the church, John Chow carries a gun in one hand and the briefcase in the other, while Li carries a gun in one hand and holds onto a wound with the other hand. A split second later, we see them from behind, emerging from the church with Chow firing from a gun in each hand and Li firing a shotgun. Then we see them front on again, each holding a single gun.
When Jeff goes to the back room in the first gun battle at the bar, a man takes aim at him from behind the bar counter with a shotgun. Jeff turns his attention to another man with a gun, and then looks back to the man behind the bar, who is seen putting the shotgun into firing position once more.
When Jeffrey is analyzing his 9mm Beretta alone in his apartment, a close-up of the gun reveals a small hole in the top of the barrel for gas to escape. This would only be on a blank-firing only weapon.
When people get shot, sparks can be seen coming from the bullet wounds. Since the impact of a bullet upon flesh or clothing does not produce sparks, this is evidently the result of a small explosive charge to create the effect.