Would there be anything illegal if i were to write a script based in the same world as one already existing movie, making reference to some of the characters?
For example, if I wrote a script based on The Matrix, but not about Neo and them. But based on a new character who lives in the Matrix and see the events. Would it be alright to include characters like the Agents or Oracle. Would I be able to copy-write the script?
The question is whether the new script would constitute a derivative work of the existing movie(s). If it used significant distinctive elements of the setting, that might well make it a derivative work. If it used such elements only briefly, or the elements it borrowed are generic and have been used in many different previous works, that would not be a derivative work.
This is a judgement that depends on the specific facts of the situation, but as described in the question, it sounds as if the new script would be a derivative work.
A derivative work still has its own individual copyright, but it is copyright infringement to create or distribute a derivative work without permission from the copyright holder on the base work. When that base work is a major commercial movie, such permission is unlikely to be granted, and the copyright holder might well take action if there is any attempt to distribute the infringing derivative work.
By the way, the legal term is "copyright", meaning the right to make copies. There is no such thing as "copy-write". This is a common mistake. Also, under modern copyright law, the moment a work is written down, or otherwise "fixed in a tangible form", it is protected by copyright. The author does not need to "copyright" the work. The author can, in the US, register the work, which gives some additional legal protections. But basic protection is automatic.
