The Matrix trilogy scenario, is society's modern version of the classic Messianic scenario. Several similarities come to mind:
Neo is the equivalent of a more modern Jesus: A technological guru. He starts from being a sheep (ignorant) and ends up saving Zion from the terror of the machines, at the cost of his life. In that respect, the notion of sacrifice is evident, as it was with the sacrifice of Jesus.
The enlightenment of Neo happens with the help of initially Trinity, a possible modern version of Mary Magdalene, who spots him and falls in love with him seeing him from a different place and of Morpheus, a more modern version of John the Baptist, an obscure "preacher" who knows The Truth behind the scenes.
Neo is "The (Chosen) One", in exactly the same way Jesus was "The Chosen One". Initially by Morpheus, who believes in him, but ultimately by the Grand Architect (God The Father), who in a sense represents the power of absolute control over the material universe.
In the course of the Matrix sequels, it is revealed that there were other "saviors" as well, prior to Neo. Buddhism teaches that Buddha reincarnates and often reappears as an enlightened person in different times. Generally, Buddhists do not consider Siddhartha Gautama for example to have been the only buddha. The Pali Canon refers to Gautama Buddha at least once as the 28th Buddha.
During his travels to figure out what he is supposed to do, in the first Matrix sequel, Neo meets The Architect: The principal designer of The Matrix. He literally comes close to the place where The Architect sits (throne of God in heaven) and receives instructions on what he must do in order to save Zion (receives a kingdom from the hand of God) (John 6:46: "No one has seen the Father except the one who is from God; only he has seen the Father."). Then he explains to Morpheus and Trinity that the prophesy is false (brings it to the saints on earth) and proceeds with his plan trying to figure out how to stop the war and salvage the sheep of Zion.
Neo travels to the surface of the Earth (an inherently dangerous place, like Hell) using a spaceship named "Logos" (="Word", a name reserved for Jesus in the Greek Koine version, see John 1:1 in  for example) and by mediating with the machine god (Deus Ex Machina in Matrix Revolutions), he strikes a deal with it: Neutralize Agent Smith whose power has grown beyond the machines' ability to contain (the Devil) in exchange for peace. In the end, after his sacrifice succeeds, his body ascends to heaven in what appears (to the true initiates who can "see" using their inner vision) as a blazing display of lights. That's analogous to what Jesus did. Jesus supposedly neutralized the Devil, in exchange for peace for (in the hearts of) men in spiritual Zion (the followers of Jesus) and then ascended to the heavens to sit at the right side of God the Father. After the deal between Neo and Deus Ex Machina succeeds and Smith is neutralized, the machine god says: "It is DONE", which is the same thing Jesus said just before he died on the cross.
In the course of his adventures, Neo falls in love with Trinity, the modern equivalent of Mary Magdalene. Although details outlining the exact relationship between Jesus and Mary Magdalene are obscure, it is understood that Jesus probably had a quite special relationship with her, whether Platonic or (even) sexual. More recent movies such as The DaVinci Code by Dan Brown (), allude to even an explicit sexual relationship between the two, although this is of course disputed strongly by official church circles.
Various other characters in the Matrix trilogy, can easily be mapped into their ancient equivalents: The "jacked-in" society, can be seen as the sheep who are unaware of what goes on in our world. Oblivious to their surroundings, they continue to operate according to the plans of the Matrix.
Agent Smith who's hunting Neo down, represents the ancient Devil or Satan, who continuously seeks that, which is pursued by all enlightened people on this planet: godhood. (Agent Smith is) An "extremely intelligent, sentient program" (Genesis 3:1: "Now the serpent was more crafty than any of the wild animals the LORD God had made..."), initially beaten by Neo, finds a way to clone itself and exponentially increase its power, until he can threaten the very framework of the Matrix itself. Almost exactly what the Devil did according to Christian mythology: He refused to bow down to The Most High (ignored The Architect and his Matrix system) and claimed godhood for himself (Agent Smith to Neo in the third movie: "This is MY world!").
It is interesting to note that the Oracle, tells Neo in Matrix Revolutions, that Agent Smith is "his other half". In other words, the Devil, is "the other half" of all enlightened people. This is very similar to what Christianity indirectly claims, that all of us, having inherited "sin" by eating from The Tree of Knowledge of Good and Evil, have the capacity for evil inherent in us (as we have the capacity for good), thus all of us are potential Agent Smiths (as well as potential Neos).
The Oracle does not seem to have an obvious modern equivalent, until one delves more deeply into the Gnostic aspects of Christianity: The Architect tells Neo that "if I can be called the Father of the Matrix, she can be called the Mother of the Matrix...". The Oracle therefore is close to one of the other aspects of the Christian godhood, perhaps the Holy Spirit. In Gnostic circles, the Holy Spirit is identified as female and is more commonly known in Greek as "Pistis-Sophia" (), or "Faith-Wisdom". It is not an accident that in the Matrix movies (according to The Architect) the Oracle is interested in the more "intuitive" aspects of human psychology, like faith and belief.
In the first movie, Morpheus tells Neo that the the Oracle has prophesied the "return" of The One. According to Christianity, most of the entire Old Testament is a "prophesy" for the coming of The One: Jesus.
Neo meets with the Oracle on several occasions. This is very similar to the early Gnostic tradition of accepting that true wisdom (sophia) comes only with the aid of that female aspect of the Holy Trinity, which imparts to the potential savior the necessary belief (pistis) to pursue his/her mission.
It is also interesting to note that according to early Gnostic circles, it is exactly this female aspect of godhood that really has helped humanity by sending Jesus on Earth by imparting him with wisdom and not the "Demiurge" aspect of God, who is usually portrayed as a blind and malevolent being. The Grand Architect is a very close analogue to the Gnostic Demiurge (). An inherently evil, remorseless and powerful being, bound on controlling The Matrix (material universe). In Gnostic circles, the Demiurge is a malevolent demon bound to keep the mind of man blinded away from the truth (Oracle to Neo: "He (The Architect) cannot see past ANY choice...").
The modern equivalent of the city of Zion, is "the New Jerusalem" of the Revelation. The place for the chosen ones, by the Son of God. Literally, the non-sheep. According to revelation, this city is unaffected by the plots of the Devil, yet in the movie the Matrix machines manage to disturb Zion, until Neo succeeds in negotiating peace. This could well be an analogue of the last days before judgment, where only 144,000 are finally saved, the Devil attacking even the chosen ones of God.
Some other characters also have interesting modern analogues: Neo must acquire the Key-maker, in order to unlock the door which leads to the Source. Helena Blavatsky (who has compiled some monumental theosophical/philosophical/metaphysical works) in her "The Secret Doctrine", talks often about "keys" as ways to achieve certain ends (). The Key-maker then probably represents the fact that for every question in our world, somebody has some answers, including some hidden answers which can be revealed only by using special "keys" (or ways). To what extent those answers answer our questions, depends on our use of the proper "key". The grand Architect then hides inside a building and inside a place in that building where only the Key-maker has access to. When the Key-maker makes it possible for Neo and Morpheus to go into this place, the time window which allows Neo and Morpheus to enter it is exactly 314 seconds. Ï€=3.14 in mathematics is often considered to be the "signature" of God.
Cipher likely corresponds to Judas Iscariot. Disappointed by "the Truth" (Cipher to Agent Smith: "Ignorance is bliss...") and finding it very hard to swallow, resembles Judas who, having mistaken Jesus' message for a message of power and glory, seeing him as a worldly Messiah, betrays him to the Romans. Cipher actually betrays Morpheus instead, not having seen yet what Neo can or cannot do with his newly acquired powers.
Persephone, Merovingian's wife, is envious of Neo and Trinity's love, signifying human disappointment related to this particular emotion. She once felt similar feelings, but now has lost them, after Merovingian has turned into a power-hungry "pompus prick". In ancient Greek mythology Persephone is the queen of the underworld, and traditionally anyone who wanted to become enlightened had to travel to the underworld at one time or another.
Merovingian then, the unbeaten and proud powerful man, perhaps a predecessor of Neo, appears to be a personification of Death himself, the most powerful force in this universe, save The Architect and the Oracle. He plays a part in both the second and third movies and has at his disposal a quite interesting collection of powerful murderers. He (initially) holds the Key-maker and the Train-man obeys his commands. Interestingly, in modern parlance Death also holds the keys to the secrets of the Source and commands a space beyond that of our reality, symbolically Hades, from where nothing can escape without his authorization, such as the "train-station" where Neo found himself locked in the beginning of Matrix Revolutions.
The Indian man knows all this, and is allowed to visit the underworld just to see his daughter. This is quite concordant with the doctrines of Hinduism and Buddhism, where a soul continuously reincarnates according to its Karma, until after thousands of reincarnations it is finally released. Karma is related to cause and effect, which was explained to Neo by Merovingian in detail with the example of the woman eating her pie. The Indian man accepts the law of causality (and thus the Law of Karma) and is therefore allowed to visit his daughter in the underworld.
The most important scene in the movie The Matrix was the point where Morpheus hands Neo the two pills: The red pill and the blue pill. Morpheus says to Neo: "If you take the blue pill, you will wake up tomorrow and remember nothing. If, however, you take the red pill, I will show you the Matrix..."
We now come to the important question: What ARE the two pills? What do they symbolize? The blue pill, seems like a placebo pill, because taking it does not alter the course of events of reality's flow. Taking the blue pill is just saying "I will continue as I have been doing all along...". But the red pill, symbolizes something: The first key to enlightenment. So what is it?
For the movie's script it is a simple tracer which interrupts the user's carrier signal. But a user's "carrier signal" is his life force. So does the user die after taking it?
The alteration of reality which takes place after Neo takes the red pill is so fundamental, that in a sense, it can be called "death" (Cipher to Neo: "...Buckle up Dorothy, 'cause Kansas is going bye-bye.."). However Christianity advocates that there is no death to be had, because if one believes in Jesus, death has lost its power on humans. In a sense, Neo undergoes death (Neo to Morpheus: "Am I dead?") but is somehow resurrected in some superior plane of existence, similar to how Jesus underwent death and resurrection.
This is totally analogous to Christianity's claims that after one's physical death, life continues in a higher plane, a plane where Jesus (Neo?) awaits you to show you the wonders of heaven.
Actually Neo "dies" a total of three times: Once when Agent Smith shoots him while jacked in in the Matrix, a second time when he is locked in the train-station and a third and final time in Matrix Revolutions when the Smith program assimilates him. This insinuates that the number 3 again is somehow crucial in the script, as it is in Christian Gematria.
After his third (and final) "death", Neo ascends to "heaven", with the machines carrying his body while numerous lighting threads cover his body and the machine carriage. The overall shape of the luminous threads resembles the shape of the Christian cross.
Although it can be argued that taking the red pill is virtually synonymous to physical dying, the "death" Neo undergoes is not actual death, but rather a more symbolic portrayal of "death of the previous life and self" as outlined by Christianity, in the Paulian sense: Romans 6:3-7: "3: Or don't you know that all of us who were baptized into Christ Jesus were baptized into his death? 4: We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life. 5: If we have been united with him like this in his death, we will certainly also be united with him in his resurrection. 6: For we know that our old self was crucified with him so that the body of sin might be done away with, that we should no longer be slaves to sin 7: because anyone who has died has been freed from sin.".
Is there perhaps a substance which can cause such a "death"? If it exists, it may well represent the red pill. Such a substance would have an almost permanent and irreversible aftereffect on the person who took it. It would literally cause a major shift in the consumer's reality paradigm, to the point of the consumer of the substance never actually being the same. If such a substance exists, then it would likely reveal to the consumer truths that would otherwise stay concealed and obfuscated.
Well, such a substance exists. It is the "stumbling block" in The Architect's effort to "balance the equation". It is the "fundamental systemic anomaly", which ultimately "manifests as both beginning and end". It is The Alpha and The Omega. This Alpha and Omega is the substance which ultimately reveals to Neo the hidden part of The Matrix's reality, at a level even Neo could not have suspected and something which very few viewers have realized so far (listen very carefully to what The Architect tells Neo in the second movie): That even the most potentially powerful warrior in this reality (Neo), is nothing more than an unwanted and undesired flaw in The Architect's Matrix reality-control processes. In a sense, The Architect is none other than Neo's father (who's been watching his son's development since the first movie on those tv screens), explaining to his son that he was never wanted, never desired and what's more important, that his subsequent obliteration thus (which inevitably ensues in Matrix Revolutions), solves miraculously the problem of The Architect's undesired "systemic anomaly", which could potentially threaten the system itself. Ergo, this "potential" threat, is none other than an actual encounter with or threat against The Architect himself, which happens this very moment, but Neo doesn't realize it while he is talking to The Architect. That's how The Architect explains to Neo that he is immensely more powerful than him and that's exactly how he teaches it to his son: via this very encounter and all the associated past difficulties he went through to reach the state when he can actually meet with him, for him to ponder later. Neo realizes that, just before he exits the door, when he says if I were you, I wouldn't want to meet again, but at this point it's too late to do anything.
Now ain't that a happy message. Waking up one day and going through all this effort and training to find out that your father is not only God, but he has no desire to keep you around for very long, because your existence presents a certain repeatable, persistent and annoying obstacle to his desire for complete dominion over material reality. The "happy" part is of course that no matter his efforts, the process which leads you to this Truth exists. When you decide to see it is of course up to you.
Although the above message is more in accord with Gnostic tradition and with an evil Demiurge rather than mainstream Christianity, the story of The Matrix and the story of Jesus of Nazareth essentially share a similar aspect. In the two stories, there's something fundamentally wrong with what hides under our reality. Jesus' message on that was clear: Follow me and be saved. The Matrix's message is also clear: Take the red pill and be saved. In all reality, the two messages are one and the same, viewed from two different perspectives.
Of course there's more to the story than meets the eye and The Wachowski Brothers make it plenty clear as the inevitable conclusion, pointing indirectly at Agent Smith's ultimatum for Neo. What the heck is "The Source" for example? Why wasn't anybody curious about that? Well, it can't be anything good, since according to The Architect, if Neo went there, his code would be assimilated and a whole new generation, x males and y females would start a new Zion. You guessed it: That's an elegant way for The Architect announcing Neo's DEATH. Neo wasn't stupid. He chose the Matrix door, not because he didn't understand what The Source was, rather because choosing The Source door would imply a futile and pointless death with no results whatsoever.
After this choice Neo understood that his time was limited, so he naturally tried to optimize as many things as he could before the inevitable came about (his death), ultimately striking a deal with the Machine God for the freedom of Zion. This way, his death acquired some meaning, as an exchange for the freedom of the Zion inhabitants. And this, is the final and crucial similarity between him and Jesus: That their deaths were not pointless, but served as ransom for a particular type of human bondage.