Some games are region encoded, some aren't. If you have a local XBOX, look for games with either NTSC-J or NTSC on them. Do NOT buy one that says NTSC-U/C.
Some games marked PAL will work, but not all.
www.play-asia.com has a list (not always up to date).
99% of Hong Kong NTSC-J and NTSC releases are in English, and come with Chinese manual and subtitles. Only ONE game has come out with Chinese language, and it was Halo 3. To make matters worse, the box was incorrectly labeled, saying the game's language was English and Chinese. There is a new local Hong Kong version that says "English Version" on the front of the box, and is coded NTSC-J.