You can apply for a tourist visa to Hong Kong at the China Embassy in Kuala Lumpur. The required documents are:
1. Application Form for Entry for Visit/Transit in Hong Kong (ID 1003A)
2. The applicant's recent photograph (affixed on page 1 of the application form ID 1003A)
3. Photocopy of the applicant's travel document (such as passport) containing personal particulars, date of issue, date of expiry and/or details of any re-entry visa held (if applicable)
4. Photocopy of proof of the applicant's financial standing, e.g. bank statements, savings accounts passbooks, tax receipts, etc. and proof of employment (if any), e.g. company leave letter, salary slips, etc.
5. Photocopy of proof of transportation arrangement, e.g. flight itinerary
6. Photocopy of proof of the proposed leisure visit to Hong Kong, e.g. receipt of joining a package tour to Hong Kong, itinerary, etc.