Timezone changes on a BB do not occur automatically. There is not an option or way to make it happen automatically.
This is the way it works. Some like, some don't. I fall into the category that likes it, because I set my appointments IN the TZ in which they occur. Then, when I manually change my TZ on my BB upon landing, everything is still correct.
Why doesn't my time update correctly when I change Time Zones? - BlackBerryFAQ