I've long believed that much of The Matrix Trilogy is about reading between the lines. My interpretation is that the machines won. All throughout the movies there is talk of how 'choice' is the issue with the matrix, and how this 'choice' is the flaw in an otherwise inherently perfect system. The idea of course, is that the machines want humans to 'choose' the matrix, that's how they would win right? Well, there is considerable evidence supporting that the humans did just that.
So how does this work? There is a confirmed Matrix, a virtual reality environment\prison for humans, and a supposed real world. Well, since everyone is in the Matrix to begin with how do we know for sure anything is real? Physics. In the real world you cannot bend rules, the laws of science strictly shackle you to normalcy. In the beginning we can see clear definition on what is the Matrix, and what is not. However, during the latter end of the movies we see that Neo's powers extend into the real world. This is impossible, flat out, period, introducing doubt that real world is in fact 'real'. (I'll come back to this)
Secondly we know from Neo's conversation with the Architect that Neo is in fact an anomaly within the Matrix. This suggests that there is some sort of bug that grants Neo his powers. Science, my friends, is why Neo is special. So, if his powers are sourced from some un-fixable bug within the Matrix, the only way for them to work outside the Matrix... is if he is still within the Matrix... (plot twist!)
The first Matrix was perfect, no war, utopia as we are told, and it failed because humans needed choice. Hence the war. This is hinted, flat out communicated, innuendoed, you name it, it's driven in the movies all over the dam place. However, never not once did the machines\programs mention anything about humans refusing the program entirely or otherwise escaping their shackles, only that there was a mental rebellion to the host program.
Neo displays amazing abilities, but he is not the only entity that displays such skills, programs all over the place in the Matrix also show that they have abililties, this suggests that Neo is in fact a program.
Lets recap: There must be choice, Neo isn't unique, Neo's abilities extend beyond what the characters feel is the Matrix, Zion has been wiped many times in a cyclic run of what seems to be a war about choice, it has been clearly stated multiple times there has been multiple Matrixs (Matrices), and there are a crapload of machines\programs with strange double-agent objectives to the point that nobody has any idea what side anybody is on.
TL:DR ::There was no real war. Nobody ever made it out of the Matrix. Neo was an unaware program designed to help the humans choose the SECOND Matrix. The 'War' was actually the humans fighting the OS of the FIRST Matrix.