Now only the Scots stand between the Kiwis and their first Grand Slam since 1978.
But Scotland are looking for their first win over New Zealand on a Murrayfield pitch which has seen heavy snowfall in Edinburgh.
Frank Hadden's side lost to Argentina a fortnight ago before struggling to defeat Samoa last Sunday.
However, the All Blacks coach has warned his team that Taylor and Scotland will be no pushovers.
Henry said: "We respect their line-out. Scott Murray is a very good line-out player and he has two or three other players who assist him in that.
"Murray is a very good student of the line-out and calls the game well.
"Their back three have also been impressive and I have always though scrum-half Chris Cusiter is a very good player.
"Simon Taylor also looks to me as if he is coming right again. He was on the 2001 Lions Tour to Australia and was hurt in the first game and again this year in New Zealand.
"That was a real pity as I thought he could have been an influential player on the tours.
"But he looks like he is in good form again and we will need to watch him closely.
"The weather has been bad with the snow, but I have been talking to the Scottish coach and some of the players and they want it fine and dry.
"They are playing a running style of football which is good to see, so I think both sides would like a good track to play on, though that may not be possible."
Henry knows victory over the Scots would cap an unbelievable year for his team.
He cites last weekend's triumph over England at Twickenham as the highlight of 2005, but a win on Saturday may well rank alongside it.
Henry added: "When the final whistle blew at Twickenham last week, that was a special time.
"The last 20 minutes of that game showed the character of the team and their togetherness.
"We have had a great year and put a huge amount of emphasis on the Lions tour.
"It was the number one campaign of our rugby calendar this year as there was huge hype through the media and with 20,000 Lions supporters coming over.
"We have had an outstanding year and the players have grown on and off the field and it has been good to have been involved in that."