Best thing to do is call up immigration and find out. If they tell you that your residency has expired, there is a way in which you can reapply for a further residency -
http://www.immigration.govt.nz/NR/rd.../0/INZ1175.pdf
If however if you held Permanent Residence Visa or Returning Residence Visa, all you have to do is ask Immigration NZ to put the label onto your new passport. You may have to provide them with a report from police that your passport was lost. If you did not report it lost or stolen (often you have to do this in order to get a new passport), then just simply do a statutory declaration signed in front of a Notary Public or lawyer stating that it was lost and the details of when, where and how you lost it.
Hope this helps.