Howstuffworks has a great article describing how gas prices work. Some interesting things in there.
Most expensive per gallon:
London, UK: $6.65
Paris, France: $6.62
Copenhagen, Denmark: $6.51
Oslo, Norway: $6.48
Berlin, Germany: $6.42
Also, did you know that less that 20% of the oil we use comes from the Middle East?
Where in the World Does Our Oil Come From?
About three-quarters of the oil used in the United States comes from outside the Persian Gulf in the Middle East. That’s due to large North American producers like the U.S. itself, Canada and Mexico. The U.S. is among the world’s leaders in oil production.
Almost 40% of the oil we consume is produced here at home, primarily in Texas, Alaska, California, Louisiana, and Oklahoma.
via (I forgot to add the via link)