Since I've joined in late, this is a late response entry for Chan Is Missing.
I found this film to be moderately entertaining. I thought for a mystery it lacked a feeling of suspense or thrill, but it offers a pretty detailed cross-section of life San Francisco's Chinatown. I thought the movie was well cast with a variety of characters, from the quiet and reserved Jo to Steve, who's talkative and sarcastic, and the restaurant owner (forgot his name) who's hilarious and philosophical. Each character that Jo talks to has a conflicting view of Chan, so we really don't get a strong impression of who he really is. Chan is defined purely by the impressions of others.
Some people were bothered by the fact that Chan was never found, but I think it is pretty clear that the search for Chan is more of a conceptual search for an identity rather than the actual guy himself. Given this notion, I think leaving Chan a mystery is more in line with what Director Wang was trying to say. Ultimately, the movie is not about giving a definite answer but about asking questions (that's why it's called "Chan is Missing" not "This is Chan"). In the same way that Chan is only known through accounts of others, the film suggests that one cannot understand Asian Americans by watching them in movies.
All in all I think the film is pretty clear in its message and accomplishes it quite well.