The Matrix, Behind The Scenes

The Matrix was a co-production of Warner Bros. and Australian Village Roadshow Pictures, and all but a few scenes were filmed at Fox Studios in Sydney, Australia, and in the city itself. Recognizable landmarks were not included in order to maintain the setting of a generic American city. Nevertheless, the Sydney Harbour Bridge, ANZAC Bridge, AWA Tower, Martin Place and a Commonwealth Bank branch are visible in some shots, as is signage on buildings for the Sydney offices of MMI Insurance (now Allianz), AON, Citigroup, Telstra, Westpac, KMPG, Ernst & Young and IBM Corporation among others. Other clues to the filming location include left-hand traffic flow and signs featuring British English terminology and spellings such as "lift" and "authorised" (rather than the American English "elevator" and "authorized").
Subtle nods were included to Chicago, Illinois, the home city of the directors, through a subtly placed picture of the Chicago skyline, city maps, the destination of the subway train during the subway station fight between Neo and Agent Smith saying "Loop", and the names of streets: Wells, Lake, Franklin, Erie, State, Balbo, Wabash, Adams.
The rooftop set that Trinity uses to escape from Agent Jones early in the film was left over from the production of Dark City, which has been remarked upon due to the thematic similarities of the films. According to The Art of the Matrix, at least one filmed scene and a variety of short pieces of action were omitted from the final cut, and have (to date) not been published.
The Wachowski Brothers were keen that all involved understood the thematic background of the movie. For example, the book used to conceal disks early in the movie, Simulacra and Simulation, a 1981 work by the French philosopher Jean Baudrillard, was required reading for most of the principal cast and crew.