I have still seen many in my last years visits, though streets food moved to those buildings:

Hong Kong island

Wanchai (Queen’s Road), Causeway Bay (Electric Road), North Point (Cheng Yeung Street), Chai Wan

Aberdeen, Ap Lei Chau, Kennedy Town, Sai Ying Pun

I am less familiar of the wet markets of Kowloon, but I have seen for sure:

Kowloon

Mongkok, Sham Shui Po, Yau Ma Tei, To Kwa Wan…

The feeling of outdoor and indoor markets are very different. I like outdoor markets much more, in all countries, more lively.