Black Coal, Thin Ice (2014)

Both stories are gritty, very realistic crime dramas. Both take place in a cold northern Chinese town in the midst of winter. The pace of both stories is slow, it's more about the characters than about the crime itself.
Especially the first few episodes of Double Tap reminded me of Black Coal, Thin Ice -- even though the stories differ greatly, the feeling was kind of similar.

Both movies were directed by the same person, have the same main cast and are kept in the same neo-noir style.