Someone just tried to buy $600 of something at a gas station in Denmark on my Amex. Given that it was Denmark, it probably was a tank of gas.
Over the years this has happened a couple times to me and I've never had any trouble (thought it was cc). This time it was just blocked at the point of sale. Amex is great about this kind of customer service. I've even had them return money from a vendor just because I wasn't happy with their service.
Debit is a different story but I think Sean has said the bank, at least his CU is pretty good about it.