The Matrix, Behind The Scenes

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.
Comic book artists Geof Darrow and Steve Skroce worked on The Matrix as concept and storyboard artists respectively.