Yes, New Zealand does so.
A film qualifies for copyright if the author is either: a citizen or subject, a domiciled or resident individual, or a body incorporated under the law, of a prescribed foreign country. A work of joint authorship qualifies under this section if any of the authors meet these requirements (Section 18 of the Copyright Act 1994 refers).
It should be noted that:
-an author is defined as the person who makes the arrangements necessary for making a film and can be a natural person or a body corporate (Section 5);
-provision is made for works of joint authorship (Section 6); and
-the Copyright (Application to Other Countries) Order is relevant (see response to question 1).