Solution 1:

I think it's best to avoid changing the movie title at all; it should be left intact as the author intended it to be. In your example, I'd paraphrase, and say:

Let's watch The Matrix movies!

or,

Let's watch The Matrix trilogy!

Solution 2:

Steven Pinker is a linguist and psychologist who studies this type of question -- how words or compound phrases do, or don't, keep the irregularity of their parts. The essentials are captured in his paper "Words and Rules,".

Pinker gives several examples to show how irregular forms (like "matrices" as the plural of "matrix") are kept in compound forms that extend the meaning of the rightmost morpheme: grandchildren not grandchilds, overate not overeated, etc. They are dropped when the compound form (or in this case phrase) does not mean a specialization of the rightmost morpheme: Mickey Mouses not Mickey Mice, Walkmans not Walkmen, Toronto Maple Leafs not Toronto Maple Leaves. Because grandchildren are children and overeating is eating, but Mickey Mouse isn't a mouse, a Walkman isn't a man, and a Toronto Maple Leaf is not a leaf.

Referring to The Matrixes is correct if for some reason you wanted to do that. But it is certainly less clunky to refer to The Matrix movies.