If you're playing on PS3, the system is region-free, meaning you can play any PS3 game from anywhere in the world. The downside is that the DLC (i.e. preorder bonuses, anything you download from the PSN) would be locked to whatever region the game is from, and if your PSN account doesn't match that region, you would not be able to utilize the downloadable extras.

If you're playing on 360, consoles are region-locked, so you need to get your local copy.