Hi Chris
1:72 is going to be a challenge to find anything kit wise for railways. The only steam loco kit I can find in this case is this one:
http://www.modelsandhobbies4u.com.a...dels/trains/german-br-52-kreigslokomotiv.html
New Zealand model railways seem to be mainly Sn3.5 (S scale/1:64 scale, on track representing 3ft6in). It seems that there's not many/any kits currently available as far as a quick google search shows. I'd expect these to be very expensive anyway.
USA, you won't find anything in 1:72 or 1:76.5 (00) scales. You might find S scale, HO scale (1:87) or O scale (1:48), but kit built locos aren't that common these days in the US.
If you don't mind the prototype, metal steam loco kits
are available for UK steam locos (00 scale/1:76.5), and Aussie steam locos (HO scale/1:87), and tend to range between $400-$800AU. A few names are DJH (UK locos mainly), Broad Gauge Models (Victorian Railways; currently use DJH for production), E-Z Kits (NSWGR prototypes, some are suitable for VR as well), AR Kits (NSWGR; uses DJH for production), and a few others around as well. Note, most of these kits are fairly complex to put together and generally should be soldered
Regards