While I've seen unconfirmed reports Vodafone NZ iPhones are carrier-unlocked (I'd still count unofficial forum postings on Vodafone's site as unconfirmed) today I stumbled across the following on the Apple site:
support.apple.com/kb/HT1937
It very clearly spells out which countries sell locked and unlocked iPhones, and NZ is one of only 13 countries that gets an unlocked version of the iPhone
To be clear, carrier-unlocked means if you go overseas you can buy a sim in that country and insert it for use without any issues - this is not the same as roaming where you use your Vodafone NZ sim overseas. (And pay exorbitant roaming charges)
It's at least a small satisfaction to know that despite Vodafone NZ's high plan prices compared to other countries (especially on data) we do actually get the benefit of buying an unlocked iphone that most countries do not, and the buy outright price is not significantly more expensive than other countries such as the UK.
Regards