"No one can ever take this away from this group," All Blacks captain Richie McCaw said. "I think the whole country should be proud of every single one of them. I'm just so proud of every single one of the guys.
"We couldn't have been under any more pressure."
New Zealand won the inaugural event in 1987, beating France 29-9 in Auckland.
South Africa and Australia also are two-time World Cup winners.