From Hong Kong, there are ferry services to Macau (澳門) every 30 minutes. According to Wikipedia, Macau was a Portuguese colony in 1887 and is both the first and last European colony in China. Due to the colonization, the architecture in Macau consists of a blend of Portuguese and Chinese art form.
Aside from visiting casinos and catching the various free shows at the hotels, I had to visit the ruins of St. Paul's cathedral as pictured below. Macau's Portuguese egg tart (another example of a blend of Portuguese and Chinese culture?) and pork chop buns are also a must try! nom nom nom
Interesting fact: Macau has the second highest life expectancy in the world.