Go to the scene where Neo is out on the ledge of the office building after getting the call from Morpheus and looks down to the street below.

Everyone knows that The Matrix was filmed in Sydney, Australia where we drive on the left hand side of the road.

As The Matrix is set in the US where they drive on the right hand side, the directors had the cars drive on the right hand side of the road.

However the road markings are still visible for the usual left hand side traffic and therefore the arrows are facing the wrong way.