You might like the HK movie, King of Comedy. The MC gives acting lessons to a girl, and there's also some romance. I guess some parts are a little bit similar to My Fair Lady.
My Fair Lady was based on the play Pygmalion, so you might want to check out the other adaptations.
Pygmalion (1938) is good.
There's also a funny parody of Pygmalion, The Opening of Misty Beethoven (1976), but I only recommend it if you're over 18 years old. If you're under 18, pretend I didn't mention it.