I am sorry to say that the version you saw was likely the one without the ending.
As a die-hard fan of this movie, I was really pissed-off when I saw what they did!
In order to make a short story short, the missing scene on the HK DVD show Yuen Biao and Patricia Ha meeting the doctor (played by HK cinematographer Peter Pau) who previously took care of Biao's bullet wound.
After some small talk, he gives the couple (spoiler ahead) the corpse of Biao's daughter, advising them that they should bury her as soon as possible, because the preservative wont last long.
They get on a small boat, they exchange goodbyes, and we see a slate describing what happened to them afterwards (considering that "On the Run" is based on a true story).
See my modest screen captures montage as a complement... :)
http://img694.imageshack.us/img694/9124/ontherund.jpg
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