FYI - - Euro gas and is MUCH better quality then US. That is why it is $4 per gallon. The gas that we use is the crappy one.
As for New Zealand - I think their gas is better as well. Most countries (developed countries) have HIGHER gas/polution standards then us. That goes not just for gas but also for industrial polution. US (for example) withdrew from Kyoto agreement (which EU has signed) which regulated decrease of industrial emission gases.

For those who had never been to Europe (EU) don't be so quick to presume that their anyting is lower quality then in the US. Most things sold there have to conform to much higher standars. Didn't you ever wonder how come that US cars barely sell there?

Russia - I don't know. There is a lot of corruption there and environment is not a concern (not really) so I would not comment on quality of their fuel.