• The Matrix (1999)
• The Matrix Reloaded (2003)
• The Matrix Revolutions (2003)

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)