This is the IATA code
http://en.wikipedia.org/wiki/IATA_airport_code
IATA airport code, also known an IATA location identifier, IATA station code or simply a location identifier [1], is a three-letter code designating many airports around the world, defined by the International Air Transport Association (IATA). The characters prominently displayed on baggage tags attached at airport check-in desks are an example of a way these codes are used.
HKG = short for Hong Kong, Hong Kong is a city Japan & Thailand is not
Other example,
SYD = Sydney (a city)