I am in the UK mate and yes, and much of the collection is available for us to buy officially here.
In 2016 Sony struck some sort of deal so Criterion blu rays were available here in the UK - link
Also from sites like…
https://shop.bfi.org.uk/dvd-blu-ray/criterion-collection.html
https://store.hmv.com/blu-ray/the-criterion-collection-on-blu-ray
https://www.zoom.co.uk/search/criterion?q=criterion
https://www.zavvi.com/blu-ray/independent-labels/criterion-collection.list
https://www.wowhd.co.uk/search?q=criterion&mod=AP
https://www.amazon.co.uk/The-Criterion-Collection-DVD-and-Blu-ray/b?ie=UTF8&node=9781575031
and sites like https://twitter.com/ukcriterion are great for info and news.
Before that it was usually pre-owned content on the ebay, gumtree, film & charity/thrift shops etc, and sites like https://www.avforums.com/threads/uk-criterion.2161501/ & http://forum.blu-ray.com/showthread.php?t=274728 or through US friends and family… and some new releases from quality dvd/film stores that had a film buff/nerd on staff etc 😃
I do remember some high street stores having occasional Criterion Collections on sale in their import sections years ago - yet it was seemingly still very expensive. Many of us UK film fans had multi-region dvd players back in the day (or learnt to ‘hack’ certain models so they could play content from around the world).
As for Australia and New Zealand etc - I recall reading that Barnes and Noble sell Criterion films there - as well as as Zavvi (and possibly other online stores too?) - though an Aussie or NZ’er would be able to help you more on that mate.
(I do try to avoid amazon whenever possible - though it is useful as an info resource; am not too happy with their attitudes to paying tax - nor their treatment, conditions and low pay of their workers. Though that’s likely more suited to another thread 😉 )