Swissy88: It's not uncommon for banks to automatically block transactions outside of the country. And because other banks often do this to gog, your bank uses that data to also block gog. I have 2 cards that I've had blocked and frozen while trying to buy on gog.
A bank worth their salt should block transactions that seem suspect.....and not based on seemingly arbitrary reasons. If it happens once, then fine.....one can(and should) whitelist Gog transactions and move on. If it happens again, the bank probably isn't doing their job very well.....and if it were me i'd consider changing banks(or at the very least complaining to bank support).
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HappyPunkPotato: Because my card worked fine (on a different site) a few hours ago, there's enough money in the account, I've bought stuff off GOG before and last time a webshop told me to contact my bank it was nothing to do with the bank.
But since I've not bought anything off GOG for a while perhaps the bank has blocked them for some reason. I've never come across that here before though, maybe it's more common in the States.
As I said above to another user, i'd recommend contacting your bank and whitelisting any future purchases from Gog. Hopefully that should help.
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Ancient-Red-Dragon: There is no such thing as any bank that doesn't have rigorous fraud protection algorithms & staff who constantly block what they perceive to be suspicious transactions. Often times they are legitimate transactions (like in your case), but if your bank's algorithms and/or staff has any doubts, then they block it.
The OP said they've bought from Gog before....given that, the bank's staff/computers shouldn't be blocking future Gog purchases.