Wales led the world champions All Blacks 18-15 at half-time after a breathless opening 40 minutes, with Taulupe Faletau and Rhys Webb both scoring while Dan Biggar kicked 11 points as they threatened to pull off a shock.
But Waisake Naholo scored his second try before captain Kieran Read and Nathan Harris added to Julian Savea's early effort.
Alun Wyn Jones led Wales out at Eden Park in acknowledgement of his 100th cap for his country.
All Blacks: Joe Moody, Dane Coles, Owen Franks, Luke Romano, Brodie Retallick, Jerome Kaino, Sam Cane, Kieran Read, Aaron Smith, Aaron Cruden, Julian Savea, Ryan Crotty, Malakai Fekitoa, Waisake Naholo, Ben Smith
REPLACEMENTS: Nathan Harris, Wyatt Crockett, Charlie Faumuina, Patrick Tuipulotu, Adie Savea, TJ Perenara, Beauden Barrett, Seta Tamanivalu