Morpheus was the Greek God of sleep and dreams who was responsible for shaping dreams. This relates to his role of trainer to Neo in the film. The name 'Neo' is latin for New. He is also the one, or the Saviour of Humanity. This means that he must be the Messiah which makes Morpheus, John the Baptist and Cypher, Judas.
Trinity is also the name of the site of the first nuclear weapon test.
When Neo and Agent Smith prepare to fight in the train stations, and piece of paper is blown past. This resembles tumbleweed in western showdowns. At the end of the movie, Trinity's kiss brings Neo back to life, this is like the kiss in Sleeping Beauty, only reversed. This is true because they are in the Matrix and therefore it did not happen. Unplug from the Matrix, enter the real world.