Ok, seems a few people are interested, this is what i've found on my searches. Note: The following info might not be 100% accurate and certain guns/scenes may have been missed. I'm just going on what i've found, if there is a gun expert on the board feel free to correct any errors.
Matrix :
Glock 17 - Used by the cops who bust into Trinity's room at the start of M1.
Desert Eagle - Used by the Agent who chases Trinity over the rooftops.
Beretta Cheetah - Used by Trinity.
Beretta 92FS - Used By Neo. (Also Trinity may have used this gun in the "Dodge This" scene.
Sig Sauer P228 - The gun Apoch hands to Neo.
Micro Uzi - Used by both Neo and Trinity in the lobby scene.
?Unknown Pump Action Shotgun - Used by Trinity in the lobby scene.
Skorpion and M-16 - Used by Neo in the lobby scene.
Browning Hi-Power - Used by Switch.
Ingram MAC-10 - Used by Apoch
Manville Gas Gun - Used by Mouse.
HK MP5K - Common gun used in the movie.
SPAS-12 - Used by some of the lobby scene guards.
M-16A1 - Used by some of the lobby scene guards.
GE Mini-Gun - The gun mounted on the helicopter.
Matrix Reloaded:
Micro Uzi - Used by Trinity in the falling scene.
Beretta 92FS - Used by Neo.
Beretta Cheetah - Used by Trinity.
Glock 18 - Used by Morpheus when fighting the Twins.
Walther P99 - Used by Morpheus.
COP .357 - Used by Persephone.
HK UMP - Used by The Twins in the car chase.
HK G36K, Uzi, Tommy Gun, MP5, Colt SMG - Used by various Mero bodyguards.
Matrix Revloutions:
Couldn't find any details.
Whew, took a while to type out. Hope at least ONE person finds it interesting.