If your ancestor went to New Zealand, you may wish to check FamilySearch www.familysearch.org out, as it has just added 358,395 probate record images from 1878-1960.
The records were created by local courts throughout New Zealand regions. An index is available on the Archives of New Zealand website http://www.archway.archives.govt.nz/ which will give the probate file number associated with a name. Some records at the beginning of the file sets are often out of numerical order. This collection is being published as images become available.
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