Bubblegum Crisis and it's spin off series AD Police are both excellent considerations if you're looking for cyberpunk anime. The original BGC (MUCH better than the more recent remake) runs only 8 episodes and ADP is only 3 episodes so while not exactly movies they are also not full on TV series. BGC is a slightly more light approach to the material and ADP is darker, but both are standouts in the genre.
Also check out Macross Plus. It's a 4 part series that, despite the name, doesn't require any previous knowledge of the gigantic Macross mythos but touches upon some typical cyberpunk ideas as well.
Oh, and if you're interested in The Matrix, or the ideas behind it, at all and haven't seen The Animatrix you really should.