Almost at the end. We know the Matrix is shot in Sydney but set in Chicago. So that will explain what the Sydney Harbor Bridge is doing in downtown Chicago.
1. Vanishing lady
The mistakes keep coming and there is one in the final shot of the film. As Neo puts on his sunglasses, a ginger woman walks behind him but she appears to have disappeared in the next shot. It could be the Matrix at work or it could just be the last continuity error in the film. The End!