The Walking Dead: Episode 1: A New Day comes out for Xbox 360 through the XBLA service.
The game has also been released on the Telltale site for PC and Mac, as Telltale has managed to fix the problem that delayed the release on their site and prompted them to send out Steam codes for Telltale store pre-orders.
It's also already out on PlayStation 3 through PSN. Telltale sends out word that Australia and New Zealand won't be receiving the game on consoles due to restrictions in Australia on mature rated games. People in these territories can still buy the game for PC or Mac through Steam or the Telltale Store.