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When Belinda McClory auditioned for the role of "Switch," she was only going for half the role; the character was originally planned to be played by androgynous actors. In the Real World, Switch would be a male actor, and in the Matrix, a female. Hence the name "Switch". Warner Bros. refined the idea and McClory ended up getting a single female role in both environments. In interviews many years later, the Wachowskis (who at the time had been considering undergoing sexual reassignments) stated that there were trans elements in the film. This was one of them.
To prepare for the scene where Neo wakes up in a pod, Keanu Reeves lost fifteen pounds and shaved his whole body to give Neo an emaciated look.
The opening action scene took six months of training and four days to shoot.
After the lobby shoot-out, the camera pans back, showing the aftermath of the gunfight. A moment passes, and a large chunk of one of the pillars falls off. This was not planned, but was left in for effect.
All scenes that take place within the Matrix have a green tint, as if watching them through a computer monitor. Scenes in the real world have a blue tint. Blue was also used at a minimum within the Matrix, since the directors thought blue was more of a real-world color (despite, ironically, blue being often the least-occurring color in nature). The fight scene between Morpheus and Neo, which is neither in the real world, nor in the Matrix, is tinted yellow.
Carrie-Anne Moss twisted her ankle while shooting one of her scenes, but decided not to tell anyone until after filming, so they wouldn't re-cast her.