Is Zion really the last human city?

Question

In the first movie, Tank and Neo are conversing:

Tank: Me and my brother Dozer, we're both 100% pure, old-fashioned, home-grown human, born free right here, in the real world, genuine child (sic) of Zion.

Neo: Zion?

Tank: If the war was over tomorrow, Zion's where the party would be.

Neo: It's a city.

Tank: The last human city. The only place we have left.

How could they know? If they have technology that somehow scans the whole Earth looking for human cities, and it tells them there aren't any others, then why don't the machines have/use the same technology to scan for Zion? If Zion has some way of shielding themselves from that search, then other human cities could, too, and so they would be shielding themselves not only from the Sentinels' searches but from Zion's searches as well. So is there any true evidence that Zion is the last human city?

Answer 1

In Universe

We receive absolute confirmation from The Architect (in his famous speech) that outside Zion, there are no living humans:

The Architect: The function of the One is now to return to the source, allowing a temporary dissemination of the code you carry, reinserting the prime program. After which you will be required to select from the matrix 23 individuals, 16 female, 7 male, to rebuild Zion. Failure to comply with this process will result in a cataclysmic system crash killing everyone connected to the matrix, which coupled with the extermination of Zion will ultimately result in the extinction of the entire human race.

Interestingly, we actually know of at least two instances where free humans are living outside of Zion (from the webcomic "The Miller's Tale" and the Animatrix short "Matriculated") so the Architect may be slightly exaggerating when he says that humanity will be lost if Neo refuses his task.

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Out of universe

There are several sources that confirm that Zion is the last human city, notably from the original box blurb on the 'The Ultimate Matrix Collection DVD Box Set':

In the powerful second chapter of the Matrix trilogy, Neo (Keanu Reeves), Trinity (Moss) and Morpheus (Fishburne) lead the revolt against the Machine Army as it attacks Zion, the last human city on Earth, unleashing their arsenal of extraordinary skills and weaponry against the systematic forces of repression and exploitation. In their quest to save the human race from extinction, they gain greater insight into the construct of The Matrix and Neo’s pivotal role in the fate of mankind. What is The Matrix? The question is not yet fully answered. And it leads to another: Who created The Matrix? The answers lead to more worlds of bold possibility – and to a destiny that passes from revelations to Revolutions.

From this interview on 'Ain't It Cool News' "My Life as a Matrix 2 Extra";

As I pulled into the designated parking lot, saw the sign that read "Zion Extras Parking". Zion, as you recall, is the last human city outside the computer-controlled Matrix reality. Would've taken a picture of the sign, but there were parking attendants, and I had been given instructions forbidding cameras. Decided I'd just take a picture at the end of the day when I leave.

and this interview with Gina Torres from MTV.com

Torres added that her character doesn’t dwell in the Matrix itself. “I guess that much I can tell you: I’m in Zion,” the last human city, she said. “I’m Real World.”

and this interview with Joel Silver from Empire.com

What Silver will confirm is that the expanded storyline was fully in place before The Matrix became a $460-million global phenomenon. "Actually the first script ended further than the movie - you actually went to Zion (the last remaining human city), which we really felt we just couldn't do. We had too much story, so we just backed up a little bit. But we knew that the story continued."