There is Pie House in Dongcheng District. They make very good pie, reminds me of my youth when i eat there!

Pete's Tex Mex (Jiangtai Lu, Lido) serves apple pie, but after eyeing it up for ages and finally trying it last week, I must say I was a bit let down. It costs around 25 rmb a slice and I expected the waiter to ask if I wanted it hot or cold, with cream, ice-cream or custard. However, these questions were never asked and I got a soggy, cold slice with no extras. The crust was all soaked through and way too soggy for my liking.

Annie's also does apple pie which tastes good and comes with a spoonful of icecream. They do it right and ask if you want it heated up first. However, I do think the slice is a bit small for the price (25 rmd). http://www.annies.com.cn/en/index.html