I've created an SQL to add australian regions and australian currency to DNN Lists table. The task is discussed on DNN Forum.
-- =============================================
-- Create procedure basic template
-- =============================================
-- creating the store procedure
IF EXISTS (SELECT name
FROM sysobjects
WHERE name = N'{databaseOwner}{objectQualifier}Localization_AddAustralia'
AND type = 'P')
DROP PROCEDURE {databaseOwner}{objectQualifier}Localization_AddAustralia
GO
CREATE PROCEDURE {databaseOwner}{objectQualifier}Localization_AddAustralia
AS
declare @CountryId integer
SELECT @CountryId=[EntryID] FROM {databaseOwner}[{objectQualifier}Lists]
where [Text]='Australia'
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','ACT','Australian Capital Territory', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','NSW','NEW SOUTH WALES', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','NT','NORTHERN TERRITORY', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','QLD','QUEENSLAND', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','SA','SOUTH AUSTRALIA', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','TAS','TASMANIA', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','WA','WESTERN AUSTRALIA', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Region','vic','Victoria', @CountryId, 1)
INSERT INTO {databaseOwner}[{objectQualifier}Lists]( [ListName], [Value], [Text], [ParentID], [Level]) --, [SortOrder], [DefinitionID], [Description])
VALUES('Currency','AUD','Australian Dollars (AUD)', 0, 0)
/*-- =============================================
-- example to execute the store procedure
-- =============================================
EXECUTE {databaseOwner}{objectQualifier}Localization_AddAustralia
*/
GO
Update:cathal has a script here with additional regions for DNN3 for about 30 countries.