The Matrix #1: The Matrix (1999)
Release Date: March 31, 1999
Director: The Wachowskis
Studio: Warner Bros.

The Matrix #2: The Matrix Reloaded (2003)
Release Date: May 7, 2003
Director: The Wachowskis
Studio: Warner Bros. Pictures

The Matrix #3: The Matrix Revolutions (2003)
Release Date: November 5, 2003
Director: The Wachowskis
Studio: Warner Bros. Pictures

The Wachowskis also released an animated extended film in 2003 called The Animatrix (which I have yet to see) and one of the Wachowskis is set to release yet another installment entitled The Matrix Resurrections in 2021.

2021 Update:
The Matrix #4 Review: The Matrix Resurrections (2021)