There a a number of interpretation to Matrix Movies by different people. Every one were anxious to listen what Larry and Andy Wachowski were to interpret about the movies.  They intelligently avoided to talk about so that the discussions about the movie remain immortal.

       The matrix fans could get an idea about the theme  from the Interview of Larry Wachowski and Ken-Wilber about the "The Many Meanings of The Matrix". The message given in the book Journey to The Source gives the closest interpretation to the "Many meanings of the Matrix".

The interview can be read from this below link.

http://www.matrixfans.net/symbolism/meanings.php

                    Larry:     I mean, the Matrix is an exploration of consciousness...

       This is the very theme of Journey to the Source. Our source is Consciousness and our life is the Journey to the source, the Consciousness, like that of Neo's Journey. This Book  explores what is Consciousness, the essence of the book.

       The philosophy present throughout the Matrix Trilogy is  a mix of  many religious symbols and ideologies,. It devalues them as a body of work to say that just one set religious ideals defined the entire philosophical undercurrent of the three films, whether its Buddhism, Christianity, Hinduism, sufism, Gnosticism, Mysticism, or even the aboriginals relgions.

       Nevertheless all these religions have one aim, one theme in Common, help Man explore Consciousness, the Source of everything. Politics in these religions may blind the followers in reaching the source, but founders of these religions had one one Common vision - The Consciousness.

                 Larry: It's the whole process, that mystical, that eros that you talk about that's underneath everything has been bringing us toward the development of self-awareness and consciousness. Well I guess consciousness, and then self-awareness.

        Human unsolved mystery is about "Consciousness".  In spite of modern scientific advancement we are still groping to find the mystery of Consciousness. In the book "Journey to the Source", Consciousness is differentiated from Awareness. The subtle difference between these terms is probably no where clearly demarked. 

       Matrix movies provided a solid platform to understand these two terms and knowing these two terms one can walk the spiritual path towards the Source.

http://in.integralinstitute.org/talk.aspx?id=205

      Thus, as Ken summarizes a more integral interpretation (that takes into account what is revealed in all three films), Zion represents body (filmed in blue tint), the Matrix represents mind (green tint), and the machines—this is the kicker revealed in part 3—represent spirit (golden tint). For those of you keeping track, this is indeed quite similar to the Great Nest of Being as taught by the world's wisdom traditions, a spectrum of being and consciousness reaching from body to mind to spirit.

      This theme is clearly explained in the book "Journey to the Source". We are caught in the matrix web of the Mind and so we do not realize the Consciousness, the Source of everything, is the very Source of our being.