So far I've looked at the Ultimate Matrix Collection on Blu-Ray, which to me seems like the most complete and recent version out there, but the product description makes no mention of extra scenes.
IMDB's Alternative Versions entry doesn't mention anything significant, although I've noticed that it doesn't always seem to be complete, and I've heard it mentioned in several places that at least The Matrix Reloaded had an additional hour of footage.
I've also noticed that on certain special features, some cast are credited as being only in the extended version, although it only mentions that it has a total running time of 176 minutes.