"Motorways" are not legally accessible for pedestrians. You very occasionally see hitch-hikers standing at the motorway end of on-ramps but that's definitely illegal. I've heard tales of people being given rides by friendly off duty or plain clothes police and taken off the motorway. I don't know what the fine is but i'd guess in the $200 region - and I may be wrong.

A motorway has a formal definition, but you know them when you see them. No side roads - on and off ramps only and usually 100 kph with some 80 kph zones in 'selected areas 9eg entering Auckland's "spaghetti junction" which tries a pale imitation of LA's motorways but is complex enough to merit driver attention.

There are a few roads which look motorway like but are not. These are termed "limited access roads" - they do not have vehicle access from adjacent properties, but road junctions may or may not have overpasses or similar. eg the first part of the road from auckland airport towards Onehunga is a limited access road. After a while it turns into a motorway, once the airport industrial belt is passed. I'm about 99% sure that you ARE allowed to hitchhike on a limited access road BUT vehicle stopping opportunities are limited and danger levels higher. They are usually short enough (usually maybe 2-10 km?) that you probably will not find yourself in the middle of ine.

Apart from motorways I can't think of anywhere else that is illegal.   
Karangahape Road in Auckland at the Western end at night is probably a very bad place to try and hitchhike from if you do not want to be badly misunderstood - but it's not illegal. 

more soon ...........