Wake up call
It would probably be fairly easy to convince people that they had left the Matrix when they actually were still in it. Just play a realistic simulation of "waking up," unplugging from the Matrix, and seeing a familiar "real world" environment such as Zion. Would the victims of this trick be able to tell they were not in the real world after all? Other people who are awake in the real world would notice that the person remains jacked in, but this might not seem suspicious if the victim had not exceeded the usual amount of time for staying in the Matrix. Or a whole group of cybernauts could be tricked at once, preventing one from noticing that the other's "exit" was not genuine.

A fairly well-known video game contains a false "game over" sequence, which tricks the player into thinking the game has ended even though it continues, and the controls are still active. (I will not identify this game in case you have not played it yet.) The film Waking Life also deals with the theme of believing one has awakened from a dream when actually the wake-up sequence is still part of the dream. Could something like this be happening in the Matrix series?

Every time a character exits from the Matrix, we could ask, "was that really an exit or just another part of the simulation?" Can we tell the difference? Can the characters tell the difference? What if nobody has ever left the Matrix, and the "desert of the real" is just a different scene in the simulation? One argument against this, from a storytelling perspective, is that it could make the story weaker if the contrast between the Matrix and the real turns out to be an illusion.

Some schools of Buddhism emphasize the non-differentiation of samsara (illusion) and nirvana (freedom/realization). The Heart Sutra says, "Form is emptiness; emptiness also is form." Is the Matrix Zion, and Zion also the Matrix?

Source: http://matrixessays.blogspot.com/2003_05_01_matrixessays_archive.html