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At the end of the second movie Neo feels the sentinels and stops them just by his mind, then collapses.
At the beginning of the third movie he suddenly wakes up in the trainman's station
How did he reach there in the first place?
I'm sure it wasn't shown, which means it must have been explained in the dialogue. If it was, I probably missed it or didn't get it
Why and how exactly did he reach there? And why is it that the place Neo ends up in happens to be controlled by one of the villains of the movie which they recently had a fight with? Was that why Merovingian was constructed, so that he could create a place where the One could be stored after whatever process sent Neo there? That doesn't seem possible though, because Merovingian is apparently older than the concept of the anomaly.
So how did Neo reach there?

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    When he collapses hes gets stuck in limbo, he touched the source and separated his mind and body, the train station is a way station to ferry programs between the Matrix and the Machine mainframes. The train man who constructed it works for the Merovingian and has a say who comes and goes. -- This info is found here -- thematrix101.com/revolutions/faq.php – Tasos Jul 27 '14 at 4:26
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There is no dialog in the movie that directly explains Neo's condition. But here are some answer based on the movies.

  1. He wakes up at the trainman's station because his mind crosses over to the Matrix without being physically hooked up. The train station was a default gateway for any entity trying to cross over from The Matrix to the machine world(real world).
  2. Normally, a person jacked into the Matrix would have an outlet constructed by the hackers i.e. the pay phone. But in Neo's case, since his entry wasn't created by the hackers, they couldn't put an outlet for him. That is why he couldn't leave the Matrix by himself.
  3. Merovingian was trafficker of information flow within The Matrix. We see Ramachandra(Rama kandra) at the Merovingian's place even in Matrix Reloaded. He was there to seek a deal about Sati. This was in Matrix Reloaded, long before Neo got stuck at the train station. Hence it wasn't a sudden change & that wasn't why the Merovingian was created. He was a trafficker, and helped exiled programs settle in The Matrix. That means he always had control of the train station. You can see an excellent explanation here. Relevant excerpt(Emphasis mine):

As both the Oracle and Smith confirm, programs are not forced to be deleted. They can either choose deletion or exile, the same way people can choose to reject or accept the Matrix. This is because the Oracle's model of choice is what defines the operations that are most core to the running of the Prime Program.

Because the Merovingian was actually residing in the Matrix when the choice model was proven to work, the Merovingian and many other programs from version 0.9b (including the Trainman, Persephone, the Twins, vampires, etc.) were allowed to deny deletion. This created the necessity of a path by which exile programs can enter back into the Matrix from the Source to escape deletion, and that is the main purpose that Mobil Avenue serves. Presumably, it is also the path taken by programs to return to the Source, since it connects the Matrix to the Source.

Also,

The Trainman's original intended purpose was likely to maintain Mobil Ave. as a way for legitimate programs to travel to and from the Source and the Matrix.

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    I'm sorry but your answer just made me realise I never understood what really the "source" was that the Architect talked about so much. I can understand humans going in to and out of the Matrix, as they have a physical self in the real world as well, but what does it mean by programs going into and out of the matrix? Maybe these should be another question. +1 for your answer though. – user13267 Jul 30 '14 at 10:17
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    Consider the Matrix like an application that is running on top of the server, that is the machine world. Programs going through and out of the Matrix means programs coming from the machine world to the Matrix, and vice versa. The Agents for example, are small snippets of code that the OS(Machine world/architect) sends into the Application(The Matrix). I hardly think that the Matrix itself is the OS. That is why the agents can bend the Matrix. Think of it as using root privileges/admin privileges. – Stark07 Jul 30 '14 at 10:20
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    The "source" is the core operating system of the machine world, of which the Matrix is but a small part! Humans have access to their own section ONLY, which is why humans are entirely ignorant of the machine world. Think of it like a process being able to access only it's own address space. (P.S. - I hope the OS analogy made sense. Sorry if not.) – Stark07 Jul 30 '14 at 10:21
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    @user13267 Think of it in terms of a computer program; specifically WoW. The game that the users or players such as you or me would see is the graphical end. This is the Matrix; the GUI end of the machine's program. The source on the other hand is Blizzard's Battle.net system that is actually running the backend needed to keep all the players actually play the game together. The train station is analogous to the login portal. Hackers hack through it and legitimate programs have a valid username and password. The Merovingian probably uses a set of unused but legit usernames. – Suman Roy Jul 30 '14 at 10:25
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    I haven't played WoW specifically, but I get your point. Yes. Very much analogous. Wachowski brothers predicted the future :P – Stark07 Jul 30 '14 at 10:29
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"The Matrix" is a Virtual Machine and "The Source" is the physical host machine. Programs(Data) can only pass through if you create a connection from the VM(The Matrix) to the Host(The Source). The "Train Station" is a firewall if you will between "The Matrix"(VM) and "The Source"(Host). Which means if you control or have access to the "Train Station"(Firewall) you can allow or block any program(Data) from traveling between "The Matrix"(VM) and "The Source"(Host). Well at least that's the way I understand it :) I'm still not sure how Neo jacked in without a network cable? He must have hacked their wireless :P

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    Hello and welcome to the site. Please consider taking the tour. Please add some formatting to this answer. – Kalissar Apr 22 '16 at 11:23

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