The Clown Prince of Crime
Super Freak
The Matrix works because, as in Star Wars, the actors weren't so "big" they overshadowed the role - though Connery could have lent an Alec Guinness-style gravitas to Morpheus.
That said, I have no complaint about Fishburne.
I was watching the making of the Matrix and the actors spent like 5 straight months training and learning the fight choreography. There's no way Connery at his age would have been able to pull of the fight scenes with Neo or Agent Smith.
Maybe Connery's Morpheus had no fight scenes.