Looks like a wood wasp, perhaps?

A quick hunt shows it could specifically be a Ichneumon Wasp.

Some sort of Ichneumon wasp.

They are parasites.

The long dangly bit at the back is an ovipositor which can be used to insert eggs deep into rotten wood near to or inside a host insect which will then be eaten by the newly emerging wasp.

That's a female that you have there.

IIRC, it is not native but was introduced intentionally.

FPR:

 

Hi,
Can anyone tell me what this flying bug is?
We have never seen one before.I have now seen it a couple of times flying around the house.
In Dunedin if that makes any difference.

Thanks

 

 

Great macrophotography. 

What gear did you use?

So this guy then, perhaps: https://en.wikipedia.org/wiki/Megarhyssa_nortoni

Kill first, ask questions later!!!  

Great photo.

Wife reckons she would freak out if one of those wasps landed on her.

Sideface:

 

FPR:

 

Hi,
Can anyone tell me what this flying bug is?
We have never seen one before.I have now seen it a couple of times flying around the house.
In Dunedin if that makes any difference.

Thanks

 

 

 

Great macrophotography. 

 

What gear did you use?

 

Thanks, It's a Nikon Coolpix s6500

For a compact camera, It takes great photo's / video's.

Thanks everyone for your help.

I guess it arrived with the last load of wood.

Wife is now concerned that one might come inside with a piece of wood.

And then burn the wood :D Two fold.... you kill the eggs, and you keep warm :)