One theory is that Neo is stuck in a plane of false reality within another one, and that possibly the events of the original trilogy weren't him waking up at all. Fans on various forums agree, and that's how come Neo was able to basically Wi-Fi into The Matrix without being properly jacked in, and SPOILER ALERT Agent Smith was able to get out and assimilate someone outside of the program.
And talking of Smith… we've yet to properly see him. Where is he?
All – well, a lot – will be revealed when the movie is released in the UK on December 22.