Continuity mistake: Sati and her family leave one suitcase when they get on the train (the one Neo was carrying), but when the train comes back and Trinity steps out, there is no suitcase. It can't have gone anywhere - as we see when Neo tries, the only way out is on the train, otherwise you're caught in a loop. (00:14:05 - 00:24:00)

The Matrix Revolutions (2003)
Ending / spoiler
Directed by: Lana Wachowski, Lilly Wachowski
Starring: Keanu Reeves, Laurence Fishburne, Jada Pinkett Smith, Hugo Weaving, Carrie-Anne Moss, Ian Bliss
After the battle in Zion, Trinity and the blinded Neo make their way to the machine city. They are attacked by sentinels, and they crash land in the machine city. Trinity dies in the crash, and Neo must then make his way to the source alone. He confronts the source, and tells it that he wants peace in exchange for destroying the virus Smith program that has completely taken over the Matrix. Neo is then jacked into the Matrix, through the source. He confronts Smith in a long battle, and eventually realises that he needs to sacrifice himself. So he allows Smith to copy over him. At the machine city, a surge of energy is sent through Neo into Smith, destroying all the Smith clones in the Matrix as well as Neo. The machines then leave the humans in a stalemate, and Neo's lifeless body is pulled off into the darkness. After the Matrix is rebuilt, the Oracle meets up with Seraph, Sati, and the Architect. They discuss the peace between the two worlds, and the Oracle suggests that Neo may return someday. We also discover out that Sati's purpose is to create sunrises.
Brandon
Agent Smith: Why, Mr. Anderson? Why do you do it? Why get up? Why keep fighting? Do you believe you're fighting for something? For more than just your survival? Can you tell me what it is? Do you even know? Is it freedom? Or truth? Perhaps peace? Could it be for love? Illusions, Mr. Anderson. Vagaries of perception. The temporary constructs of a feeble human intellect trying desparately to justify an existence that is without meaning or porpose. And all of them as artificial as the Matrix itself, although only a human mind could invent something as insipid as love. You must be able to see it, Mr. Anderson. You must know it by now. You can't win. It's pointless to keep fighting. Why, Mr. Anderson? Why?! Why do you persist?!
Neo: Because I choose to.
Trivia: In Greek mythology Persephone was the wife of Hades, ruler of Hell. Persephone is the wife of the Merovingian, ruler of the Hell Club.
Question: Given most of the Characters are called by their 'hacker' names in the real world, why is the Captain of the Hammer called Roland? Does this have any biblical/mythical significance?
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Answer: I think he could be named after the legendary Roland from European mythology. Roland was Emperor Charlemagne's nephew, I think. He and his friend died fighting off the treacherous Moors, supposedly. Roland was really big in medieval beliefs.