I do not believe the disc itself will be region locked, however being NTSC only you may experience a large number of issues trying to play the game outside of the US. I have been told that if you have a US console that you are using outside the country, you should be able to play the disc. However, you mention not having an internet connection. Please be aware that even if the game does work, we have released Title Updates for this game that you will not be able to get without going online at least once.
We won't be distributing the retail version of the Walking Dead directly. To acquire the disc, you can pre-order or purchase directly from all major retail distributors in the US.