The developer behind successful titles such as the recently released Diablo III, and World of Warcraft, oh I suppose we can't leave out StarCraft, has posted an "important security update" to its official website. Blizzard have announced that their security team found an "unauthorized and illegal access into our internal network here at Blizzard".
The developer quickly took appropriate steps to close off access, and started working with law enforcement and security experts to investigate into the matter. At the moment, Blizzard have found no evidence that financial information (such as credit card details) or billing details and real names were compromised. Blizzard's investigation is ongoing, but there's nothing suggesting that these pieces of information were accessed.
What was accessed, were lists of email addresses for global Battle.net users, outside of China. This mens that players on North American-based servers, such as North America, Latin America, Australia, New Zealand, and Southeast Asia had their personal security question, and information regarding to Mobile and Dial-In Authenticators were accessed. Blizzard have noted that based on what they currently know, this information is not enough for anyone to access Battle.net accounts.
Blizzard have also noted that the cryptographically scrambled versions of Battle.net passwords (not actual passwords) for gamers on North American servers were swiped. Blizzard use Secure Remote Password protocol (SRP) to protect these passwords, with the tech designed to make it "extremely difficult" to extract the password itself, it also means that each password would have to be deciphered individually.
Blizzard, and TweakTown, recommend that that players on North American servers change their password, which you can do here.