The Ultimate Matrix Collection was recently released on DVD. It's a 10-DVD box set that includes the movies and all sorts of ancillary material. Disk 8 is "The Roots of the Matrix", consisting of two hour-long documentaries: Return to Source: Philosophy and the Matrix and The Hard Problem: The Science Behind the Fiction. These documentaries mostly involve interviews with philosophers and scientists intercut with clips from the movies. The philosophers include Andy Clark, Dan Dennett, Julia Driver, Bert Dreyfus, Richard Hanley, Colin McGinn, John Searle, Cornel West, and a few others. The first documentary focuses especially on issues about epistemology, free will, and religion (with quite a lot of history of philosophy), while the second focuses especially on issues about AI and consciousness. My bits are slightly annoying, but I was pleased that they included my theory on why the real Christ figure in the movie is Agent Smith (go to the bonus "Easter egg" page that you can reach from the main menu and pick the rightmost Easter egg). Overall, the documentaries are pretty well done.
Also, the articles from the philosophy section of the Matrix website are collected in a book to be published in a few months by Oxford University Press: Philosophers Explore the Matrix, edited by Chris Grau. Papers by most of the people mentioned above are included, as well as a few classic readings from Plato, Descartes, Berkeley, Putnam, and Nozick. I'm guessing it will work well for the general public and should be of interest to professional philosophers too (my own piece is dead serious, despite the topic). It might be especially useful for introductory courses in philosophy. In all these enterprises, most of the credit goes to Chris Grau (both philosopher and former producer at Redpill, the movies' production company) for bringing high-quality philosophy to a broad audience.
While on the topic of Matrix philosophy, I should note that Peter Lloyd has posted a detailed response to my paper "The Matrix as Metaphysics", mostly from a Berkeleyan perspective. People interested in these things might check it out. Lloyd is also in the documentaries mentioned above, and comes across as the star of them: although he's not a professional philosopher, his lucid explanations of philosophical ideas put the professionals to shame. He has a fine career ahead of him as a philosophical talking head.
Then, of course, there's the Meatrix.