Alba, who reprises her role as misanthropic stripper Nancy, looked stunning in a cobalt blue strapless satin gown with peplum detail as she graced the red carpet, reported E! online.
British actress Green, who stars as the mysterious Ava Lord, donned a gothic-style emerald green gown.
Meanwhile Rourke, who returns as the mammoth-sized ex-convict Marv, was wearing a bizarre silver hairpiece and three-piece plaid suit as he attended the screening with his model girlfriend Anastassija Makarenko.
Other stars of Robert Rodriguez and Frank Miller's sequel included Rosario Dawson, turning heads in a skin-tight leather and lace dress, and Juno Temple, who shimmered in a sliver sequined mini-dress.
Josh Brolin and Bruce Willis, who play Dwight and Hartigan respectively, were also in attendance.
Brolin and Temple are among the new cast members to join the Sin City franchise, along with Joseph Gordon-Levitt, Lady Gaga, Christopher Lloyd and Dennis Haysbert.