I think they work out of Poland but have the financial side over in greece? Its European at least so that may be why you were charged.

GOG is part of CD Projekt group, based in Poland.

I find the (implied) line of reasoning of the OP amusing =D

What? You mean there are other countries besides USA and Canada? You're pulling my leg!

Well there are those people from Mexicoland. But everyone knows they're just Canadians trying to get in the back door.

There's the the US, Canada (Where we store our natural resources) and Other... Other being places that we haven't bothered to make part of the US or Canada yet. ;)

GOG, the company, is based in Poland, but their servers run out of Cyprus and their payment service is based in the UK.You should not be getting currency exchange charges however, since GOG is charging in US dollars. Some CC companies do charge an additional fee for overseas business, but it is not actually an exchange charge. If you want to avoid it in the future, use a PayPal account for your purchases instead of your credit card.

Their offices are in Poland, but for business reasons their credit processing is out of Cyprus. Your credit card statement should have a note to that effect. Even though the transaction is made in US$, because the orgination is in Cyprus, many US credit card companies will charge you an international fee.

That is incorrect. As I said above, the credit processing is done out of the UK. The servers for the website are the only thing hosted in Cyprus. The rest still applies though.