I have only spent a few days in Hong Kong. It isn’t famous for its mammals but the Hong Kong Dolphin Watch run trips to see the pink race of Indo-Pacific Humpbacked Dolphin in the harbour and I saw several in January 1999. There are also Finless Porpoises in these waters, though they hang out in a different area to that visited by the dolphin trips. They are alledgedly seen sometimes from the south of Hong Kong island but it takes several hours to walk to the best vantage point.
Feral domestic waterbuffalo are common in the south of the main island.