NikT: Activating Cortana requires changing both the region and language to a supported country - e.g. United States + English US. Requires two reboots. You can leave the regional format as NZ so dates et cetera are still correct. I've done this for all of my Windows phones (Think I have four right now) + several of my family members' phones.

Far & away my favourite implementation of a virtual assistant across all platforms, & well worth doing if you don't mind a few localisation issues, e.g. temperature in Farenheit for US region. Microsoft does collect anonymous usage data for users who have enabled Cortana outside of the official regions, so I like to think I'm helping. :)