That's something I wanted to do since a long time...
After some research, mainly on the Dojo forums, I found good user made maps for Shenmue 1 & 2.
I have yet to find good maps for Kowloon but in the meantime, here are Shenmue 1 maps and most of Shenmue 2 maps.
Credits for maps source goes to Radar, psychokamui (Dojo) and Lan Di Sama (neoseeker): viewtopic.php?f=4&t=46077
SHENMUE I