The Departed is Martin Scorsese's adaptation of Infernal Affairs, the first chapter in my favorite Hong Kong cops and robbers trilogy. Here's the trailer for the American remake, here's the trailer for the original.
The Hong Kong original included a star-studded cast, and Scorsese's version is no less loaded. Here's the key, as far as I can tell from the trailer:
Andy Lau --> Matt Damon
Tony Leung (Chiu Wai) --> Leonardo DiCaprio
Eric Tsang --> Jack Nicholson
Anthony Wong --> Martin Sheen
That's not even mentioning Mark Wahlberg, Alec Baldwin, and Ray Winstone, who are in the cast, and Robert De Niro, who was in the cast but had to drop out. It's good to be Marty.
You can find the DVD box set for the original Hong Kong Infernal Affairs trilogy at various Asian DVD sites (you will likely need a region-free DVD player) and even eBay (which includes many non-region-encoded copies). I would urge caution on eBay DVDs that seem too cheap to be true. Many are just mass copies of low quality, and many of my old eBay DVDs of Asian movies no longer play properly. If you want what amounts to a disposable play-once copy, go to eBay. If you want a copy for your collection, spend a bit more for a high quality version.