Three News has video of John Key's toy-throwing exit from his own press conference here.
And on a related note, this is also a perfect display of one of the core problems with modern politics: the use of media management techniques by politicians. You'll notice that it doesn't matter what question Key is asked; he just repeats the same script on wanting to talk about the economy. This is something they all do, drilled into them by their minders in an effort to control the message, but it means that their communications are fundamentally inauthentic. You're not talking to a human being; you're talking to a pre-programmed spambot wearing a meat-puppet.
The result isn't just that "interviews" are a farce, either as transparently fake as a late-night infomercial, or an exercise in frustration over who gives in first; it also helps turn people off politics (because people know a spammer when they see one, and no-one wants to listen to them). This probably suits the politicians very well. But its not good for our democracy.
Another result is that politicians are only ever interesting when they go off-script and reveal an authentic reaction. What we saw today was Key giving in to frustration, cutting his losses, and going somewhere where he could spam more effectively. Time is money and all that - but its not what we expect from our Prime Minister. And hopefully he'll pay a price for it.