I think this puzzle is a reference to
Four men went to a casino
To play some blackjack;
The first started playing
And won his first bet.
Laurence Fishburne, who played Morpheus in the movie, also starred in the movie 21 which is about winning at blackjack at casinos
The second got distracted
With the girl in red dress;
During a training exercise in the movie, Neo becomes distracted by a 'girl in a red dress'. When Morpheus asks Neo to look at her again, the woman has transformed into an agent, the lesson being that everyone in the matrix is a potential agent.
The third wandered over
And forgot what to do.
Joe Pantoliano and Carrie-Anne Moss, who play Cypher and Trinity in the movie, also starred in the movie Memento, about a man with anterograde amnesia.
Four hours later, the owner came out,
Frustrated at all of his losses;
Ignoring a phone ring he couldn't find either
The girl or the men or his bosses.
The characters in the movie escaped back into their real world bodies using telephones. The ringing was indicative that they were ready to be extracted.
He checked all the cameras, they were pointed astray,
The staff where naught to be found;
He checked all the doors but they were still locked
And the room was still sealed all around.
The cameras may have been manipulated from outside the matrix or by the agents. All people in the room may have been either transformed into an agent or escaped through one of the telephones (perhaps after an encounter of some kind). In both cases, they would not need to unlock the doors.
What happened this day at the casino?
Probably an encounter between agents of the matrix and red-pill humans.
The doors were locked and the windows shut!
How did the men make their escape;
Through the telephone system.
The cameras were wacky, the girl is what?