There has been some confusion lately with Blu-ray zones. Like DVD, Blu-rays are region locked so that they will only play in a given area (although all region disks are available). Essentially, if the Blu-ray doesn't have a Zone B or Zone 3 emblem on it, it won't play in NZ Blu-ray players. Most - if not all - of the Blu-rays you buy here are the appropriate zone.
The confusion comes in because DVD player in NZ are typically 'unlocked' or 'region free', meaning they will play DVD's from around the world. One could buy a DVD in the USA or Europe, and it would play fine. The same is not true of Blu-rays; a disk imported from the USA will not play on your Blu-ray player.
There are a small number of devices, like the Oppo Blu-ray players that can be multi-zoned for Blu-ray as well as DVD, but this is a hardware modification, and if not done properly, can void your warranty.