Nope, as simo182 says, they're not region locked. However, with regards the Nintendo Wi-fi online play, some of the games will try looking for servers in their respective country, so if you import a Japanese game it'll try looking for online servers in Asia/Pac even though you might be playing the game in Europe. I believe this is why some high street stores won't accept imported DS games for trade-in.
Not all games are like this though.