At approximately 10:18 in the movie, Morpheus, Trinity, and Seraph enter a train and see the Trainman. At 10:43, the Trainman runs out of the train. There is an advertisement on the wall outside the train for "Tastee Wheat". This is an egg referring...
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When the movie starts we pick Neo up in the train station with the little girl, if you take a look at the wall behind them you will notice some writing that says "MOBIL AVE".
We all know that Neo is in a place that is neither here nor there, in between...
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