aaHP, cancel, aaHP works on male and female ninjas (with female, you need to start the first aaHP "closer" to your opponent), Jax, Unmasked Sub-Zero, and Stryker. All other characters (except for Shang Tsung) require you to do the aaHP, aaHP, whiff aaHPs, riot gun without a cancel.
Liu Kang requires you to take a step or two forward before starting the riot gun after the popup otherwise it won't catch him. Same applies for Sheeva and Shang Tsung.
That's what I can tell you off the top of my head.