There are some tidbits of info regarding location shooting of The Matrix sequels in the Oakland area. According to the San Francisco Chronicle, an anonymous industry source told the paper, “Oakland will get some filming.”
In addition, word has it that have been discussions in the city offices regarding shooting a high-speed chase scene on a Interstate 880. Portions of the road will need to be closed off to do so..”
Filming of the sequels is primarily taking place in Australia with additional location work in the San Francisco/Oakland area as well as Chicago.