Cigarro is in the Universal Trade Center and has a huge selection of vintage and rare cigars. Prices are very high, so beware.
The Cohiba Cigar Divan is in the Mandarin Oriental. Not sure of the selection as far as vintage, but prices are also quite high.
The price thing will be pretty much the same across Hong Kong, as taxes are pretty high and they hold their vintage smokes in high regard, as they should.