[To Mods -- okay, let me rephrase this question to avoid touching any contemporary politics. I am merely asking about the colonial history now.]
I think the case of Hong Kong (and Macau) seems to be very rare -- a small part of the motherland was ripped out and the motherland remains mostly intact, and relatively powerful.
Looks like most of the other colonies are buit as a whole -- either an entire ethnic group's land was occupied, or there weren't any dominating ethnic groups at all (such as India, America, Africa, etc).
I am looking for another example, but can't think of any.
While it's true that this was rather on the unusual side, you should remember the following:
Generally, the modern countries that we know of today had their boundaries formed post-Imperialism, whereby (like in the case of most of Africa and the Middle East) the countries drawn up as they were either being transferred or declared independent. While these boundaries have some continuity with the past, partial transfers were not uncommon.
This idea of having a part of another country isn't unusual either. For example, you could argue that Okinawa was an American colony until its transfer back to Japan in the 1970s. The Falkland Islands springs to mind as well.
Finally, the formation of the British colony of Hong Kong was right after the Opium Wars (1841). It was the beginning of carving up China into various spheres of influence, so its formation was not unusual either.
Two examples from India: Pondicherry and Goa, which were held by the French and Portuguese (respectively) from the 16th/17th centuries to the 1950s/60s.
But /u/piyochama is right, what is or isn't part of the motherland is entirely subjective and a matter of hindsight. South and Southeast Asia in particular are filled with strategic ports that were owned by various European trading companies for decades or centuries:most were integrated into their respective "motherlands" (Malacca into Malaysia, the Indian examples above) but Singapore was not (well, not successfully - it achieved independence as part of Malaysia in the 50s before seceding in 1965).
The Spanish cities of Ceuta and Melilla are similar in that they were militarily taken and the modern nation near where they are located, Morocco, has wanted them back. The dissimilarity is that the cities were taken much longer ago than Hong Kong was and are by now much more culturally different from Morocco than Hong Kong is from the surrounding areas of China.