In the entire film, there are only two "homegrown", real humans - Tank and Dozer. They both have names of machines.

It's been said that Neo being an anagram for "one".  I think it's more important to realise that Neo means "new".  His real name is Thomas Anderson.  He is called Thomas at the beginning of the movie, when he doubts the truth -- that the world as he knows it is not real.  Thomas is the "doubting" disciple in the Bible.  Moreover, Anderson means "son of man".  Hence, Neo Anderson is the New Son of Man.  The biblical references go on and on... Trinity, Nebucadnezzar (the name of the ship -- in fact, the name plate on the ship makes reference to a verse in Mark chapter 3), Zion... So not only is Neo "the One", he has gone from being the doubter to the new son of man.

At the beginning of the film when Neo is talking to his his boss, his boss says to him 'You think that you are somehow special and that the rules do not apply to you.' Neo is the one and the rules of the matrix don't apply to him.

When Neo is at work in his supervisor's office getting yelled at, notice the window washers. When the camera shoots from the outside of the building, look at the soap on the window.. it strangely resembles the Matrix pattern as displayed on a computer screen. Also take notice of the look of confusion on Neo's face - like he had seen that pattern somewhere before.

Did you notice all the street references to Chicago streets, but anyone from there knows that's not Chicago? The guys that wrote and directed it are from Chicago, and always put Chicago references in their films.

Notice how most of the the green computer language that is supposed to make up the matrix is actually the mirror image of Japanese characters.

Right before Agent Smith talks to Neo in the small room you see Neo sitting alone in the room there on multiple television screens. All those screens are from the Architect's room as seen in Reloaded.

When Neo is in the office with his boss, along with the water on the window, check out the pictures in the back, they're all green and one is totally constructed from horizontal code.

Check out the room numbers for Trinity and Neo. When the cops bust in on Trinity in the opening scene the number is 303 ("trinity") and since Neo is "The One" the number of his apartment is 101.

In the Oracle's kitchen, there is a sign over the door which says "know thyself." The quote originally appeared over the door of the temple at Delphi, in Greece, which housed the Delphic Oracle. But the sign in the kitchen is written in Latin, not ancient Greek.

In the scene where Neo is visiting with the Oracle, the music playing softly in the background is an old jazz standard called "I'm Beginning To See The Light"

As Neo runs through the old lady's apartment near the end of the film, we see an image on the TV of a menacing man in a black suit coat. The image is that of one of the Number 2's from the TV show "The Prisoner" (1967).

When Morpheus and Neo are in the elevator to see The Oracle, look and the wall to the left of Neo's head when they focus on him. Notice the name "Kym" scratched in? Kym Barrett is the name of the costume designer.

The free land, Zion, is a reference to Mt. Zion in Jerusalem, where the Dome of the Rock stands on the peak, and where the Jewish Temple was once. In the end of time, according to the Revelation, there will be 'a new Jerusalem', and Zion was frequently used in the bible as another name for Jerusalem.

The film's premise was based on Plato's Dilemma of the Cave.

When Neo is in the office on the phone with Morpheus trying to escape, look at the pictures on the wall to the right of Neo's head, they look like they're objects covered with the Matrix Code, much like when Neo comes back to life and he looks at the agents, and we see the Matrix code.

When Neo gets a tour of the Nebuchadnezzar it shows a "License Plate". The plate reads "Mark III no. 11. That is really a bible verse that relates to the story: "And whenever the unclean spirits beheld him, they fell down before him and cried out, 'You are the Son of God.'"

At the beginning of the movie when Trinity is being chased across the rooftops, halfway across there is a sign for a weapon. It's the same type the agents use, the Desert Eagle.

Some people have complained that many scenes in the movie have a greenish tint to them. This is deliberate on the part of the filmmakers and is meant to be a clue to the viewer -- all scenes that occur within the Matrix have the green tint overlaying them, while the rest of the movie does not. All scenes in the real world are blue-tinted.

When Neo is fighting and falls in slow motion to a complete stop, and then the camera pans around him completely stationary in mid-air, he fell through a ring of SLR still cameras which were all triggered simultaneously.