Third reference post for old Shanghai which might be useful for Korra fanart.
These movies blur the line a little, though, because they take place in some murky period between 1920 10 late 1930s during the Japanese occupation and heavy movement with various opposing Triad factions from the North and South of China. The hatchet/ax triad gang in Kung Fu Hustle were real, btw. Oh, found a short wiki article about it.
Fist of Fury
Fist of Legend
Kung Fu Hustle (good for reference of different areas of Shanghai - poor, rich, international, old chinese)
Post 1 (historical images)
Post 2 (movie stills and a few action shots)