The answer is out there, Neo. It is looking for you, and it will find you, if you want it to.
Humans live their entire lives out only in their minds.
But an Underground movement, in constant battle with the AI, have found a Savior in Neo. He has attained the ability to control the AI, and has the potential to free humanity from their enslavement. This program is now the world - almost all of the cities have been destroyed. Unless Keanu and friends can destroy the Matrix, the world will be consumed by the Matrix and the human race will no longer exist. Our minds are programmed with lives and happenings that our bodies never actually experience.