As @jarmod said, if service behind the NLB is not available in all AZ, the IP of the LB that's in an AZ without a valid service will just fail.

So either make sure to have at least one running service in each AZ or you can enable Cross-zone load balancing. This might lead to data transfer charges, but now all the 3 IPs of the NLB respond even if all AZ don't have their own target running.