They're "officially" banned in Australia but I don't know of any official ban in New Zealand. In fact, New Zealand is home to the first comprehensive study on e-cigs worldwide.
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threads here (do a search) have discussed how things are going for Australian e-cig consumers. Most have reported that it's about as easy to get a kit imported there as it is in the U.S. It's only the large distributors' packages that get checked or stopped at customs (just like in the U.S.).
So for all practical purposes, things are about the same in Australia as for the U.S. and New Zealanders, even though there is an "official" ban in only one of those countries.
To put it another way, the U.S. already has a "de-facto" ban in place via the FDA crackdown in customs anyway -- so for all intents and purposes, e-cigs are "banned" in all of these countries by the extent of postal interception (where possible), whether politically stated or not.