As far as I can tell from a bit of 'net research is that there are region locks, but that Europe/Australia seem to be compatible because of PALness, but the US and some Asian regions aren't because they use NTSC, (but the two NTSC regions are comptible with each other)
One site did however mention that the UK version of Uncharted 2 did have downloadable content on the UK store that couldn't be accessed in Aus.
There's a local store in Melbourne that imports from the UK and they seem to be offering the same price as OzGameShop so I might go to them. Saves me the shipping time and I can check what numbers are on the back for the region.