The two largest wholesale food markets are in 長沙灣 Cheung Sha Wan in Kowloon and 西環 Sai Wan on Hong Kong Island. The one in Cheung Sha Wan opens everyday around midnight and closes around dawn, while most of the business is conducted between 2 and 4 am. It has a section for frozen fish, live fish and vegetables, though on the day I visited the entire story above the vegetable market was occupied with boxes of salted duck eggs and preserved eggs.
The frozen-fish mongers are not too friendly, they will not understand why you find dead fish so exciting and probably perceive you mainly as an obstacle in their busy nightly routine, though who knows what other goods are routed through this market that you are not supposed to see.
When you go, make sure to go to the car park on top of the market, as from there you’ll have a great overview over the busy markets and the cargo pier.

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Many say 旺角 Mong Kok is where Hong Kong shows itself from its purest side. Pronounced ‘Wong Gok’, it means ‘prosperous point’ or ‘corner’ and it truly lives up to that name. It is definitely one of the most crowded places on the planet, and with about 130,000 inhabitants per square kilometer maybe even the most densely populated. It has some of the most exciting malls and markets of Hong Kong, has the best restaurants and with red minibuses (such as the Midnight Deathwish Ride) going to any place on the territories it marks the unofficial transportation hub of the city.
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