I'm not entirely sure. I've seen it talked about a bunch, but I've never dealt with it personally.
With the PS3 DLC is occasionally region locked and you need DLC that's from the same region as the game. There's also ways to use DLC from different regions sometimes:
How to Get DLC From Different Regions on the PS3 | eHowBasically you need an account from whatever region and you buy or get it for free and download the DLC onto your system and then just log back into your main account and you can play it.
X360 basically works the same way.
I have no idea if that'll work for the PS4 and Xbone or not. Also, that does not work for the Vita at all and it is 100% region locked for DLC.