Adding to others - some Christianity related references in part 3:

 1. In order to destroy Satan (Smith) Christ (Neo) has to experience death too.

 2. The Oracle asks the Architect about those who want to exit the Matrix, and Architect answers, that "obviously, they will be freed) - Christ (Neo) enables everyone to leave the Hell, but not everyone wants too.

 3. The Oracle tells that Neo will come again (like the Christ will).

The part 1 has mostly Christian references, as I remember, the part 2 has some Buddhism references. They are either mentioned or I forgot them.