We construct local zero curvature representations for non-linear sigma mode
ls on homogeneous spaces, defined on a space-time of any dimension, followi
ng a recently proposed approach to integrable theories in dimensions higher
than two. We present some sufficient conditions for the existence of integ
rable submodels possessing an infinite number of local conservation laws. E
xamples involving symmetric spaces and group manifolds are given. The CPN m
odels are discussed in detail. (C) 1999 Elsevier Science B.V.