A recent report filed by the International Intellectual Property Alliance discussing the impact of piracy on the economy found that the use of programs like Bittorrent to download unauthorized copies of videogames was highest in Western European countries.
If you've got some time to burn and the willingness to slog through piles of legalese and numbers, you might want to check out the full IIPA report. If you're anything like me, though, and reading through the report gives you a headache after approximately thirty seconds, here's some of the more interesting information:
Globally, the International Federation of the Phonographic Industry (or IFPI) estimated that there were 40 billion unauthorized downloads in 2008 - a whopping 95% piracy rate worldwide. If said piracy were spread out evenly through the entire population of the world, every single person on Earth would have made at least six illegal downloads last year.
More specifically concerning games, a study monitored the rate at which a selection of 13 game titles were download over the BitTorrent and EDonkey networks in December 2008. In just that one month, these 13 games were illegally downloaded 6,429,279 times by users spread across 223 separate countries and territories (impressive, given that Wikipedia only lists 203 countries - both recognized and unrecognized). By volume, the worst offenders were: Italy (17.%), Spain
(15.1%), France (7.9%), Germany (6.9%), and Poland (6.1%), while the countries who pirated the most per capita were Israel, Spain, Italy, Portugal and Poland.
While at first glance it's surprising to see a list of the most piracy-happy countries without big names like China and Brazil, remember that this only applies to programs like BitTorrent. Much of the piracy that happens in China, for example, is wholly "legitimate" - that is, it's sold in physical form in actual stores.