The tool to do that trick is cmatrix. As far as I know, cmatrix is included in the repository of most Linux distros so installing it is a piece of cake. If you use Ubuntu or any other similar distro, just run this command to install cmatrix:
sudo apt-get install cmatrix
In Arch Linux, the installing command will be:
sudo pacman -S cmatrix
After you get cmatrix installed, to know what it looks like, just open the terminal and run the cmatrix command and the matrix will start running on your terminal. To stop the matrix, just hit the "q" key.
Rather than the default green + black you can also change it to blue and black, IMO it looks a lot smarter.
Command: cmatrix -BC blue
Source + info: http://www.asty.org/cmatrix/