i would guess hong kong too, or at least somewhere where they use pinyin to transliterate. the way the last name is spelled suggests that it's not Korean. the family name pronounced "lee" in it's westernized form is pronounced "ee" every where in asia (as far as i know). the westernized spelling Li comes from pinyin where as the korean transliteration of the name is spelled Lee.
to make a long story short Lee= korean Li- mandarin or cantonese
