In Sleeping Dogs, if you’ve ran out of things to do, or if there was a mission you really liked and would like to play through it again, then you’ll be happy that you can.
To replay a mission, press Start and go to Social Hub, and select Replay Missions from here.
You can only replay main story missions, or what they call Triad Missions. You can’t replay any of the small side missions, or Case missions unfortunately.