I think I remember reading they shot at least one of the two sequels in Eastern Europe somewhere!!

The opening scene of Trinity being chased by an agent across the rooftops was shot in Nashville, Tennessee, USA, but nearly the entire film was shot in Sydney’s Central Business District (CBD).

Where Dorota is writing about Trinity’s escape from the Agent above, this is on the corner of Hickson Road, and Towns place which is Millers Point.

The Government building rooftop scene is the:
AON Tower on Kent Street, but the actual Government builing in the Matrix is the Colonial State Bank Centre on Martin Place.

Martin Place was also used for the Matrix agent training program. It is the Martin Place Fountain which the lady in red walks past between the men in suits.

AND when Neo has deja-vu, sees the black cat, they’ve used the amazing Westin Hotel on Martin Place.

Neo rescuing Trininty from the helicopter crash is the:
Allianz Building on Market Street

The actual helicopter crash is the:
BT Tower on Market Street across the road from the Allianz building

Where Cypher meets the Agent and is tucking into his steak is the:
Forty One Restaurant, Chifley Tower, which we still haven’t been to. Expensive.

Neo’s fight scene in the train station with the Agent is:
Museum Underground Station at Hyde Park, but other Subway Scenes were at Redfern, and the Matix also used the subway station in Rozelle.

Just before the end of the film where Neo phones the machines, the phone call took place on the corner of Pitt, O’Connell and Hunter Street.

Studios used for the film were Fox Studios in Moore Park and White Bay Studios in Balmain.

Some other parts of the film are in Sydney’s suburbs suchas as Waterloo, Chippendale, Surry Hills, Pittwater, Broken Bay, New South Wales, Australia.