8. What Happened To Neo? - The Matrix Revolutions
The Cliffhanger: The Matrix Revoltions ends with Neo (Keanu Reeves) making a deal with a literal Deus ex Machina, for the machines and Zion to form a truce if Neo can help obliterate Agent Smith. Smith is destroyed with their co-operation, and Neo's code is seemingly returned to the source for "dissemination". Whatever that means. The Oracle alludes to the fact that they'll probably see Neo again one day, and the movie ends.
The Answer: The video game The Matrix Online extends the mythology of the series post-Revolutions, and though the title was mostly panned by critics, it did at least offer a lifeline for those desperate to know what happened next. Following Neo's death, there was an urgent dash to collect the fragments of Neo's "residual self-image" (how he appears to others in The Matrix), while Morpheus tried to get Neo's physical remains returned to Zion, despite the Sentinels claiming that they did not have them. After Morpheus was killed, there were reports of messages coming from someone claiming to be Morpheus, who also asserted that Neo was not dead either. The game ended in 2009 with it unclear as to whether the Sentinels still had Neo or not, and so short of a fourth Matrix movie - which would probably disregard this continuity anyway - that's as good as we're going to get.