Online fraud has been a thing for as long as the Internet has existed, and due to the massive world-wide appeal of gaming it shouldn't surprise you to hear that the issue has spread here as well. Just last month the indie publisher TinyBuild has claimed that G2A, an online key reseller, sold $450k worth of keys without them seeing a single cent from any of the sales.
The way this is usually done is by having a third party buy or otherwise acquire a database of stolen credit cards, use those credit cards to purchase massive amounts of popular game keys, and then resell them on various online markets such as G2A for half the price, or even less. To put it simply, its a race to sell as many keys as possible before anyone becomes even remotely aware of any potential shadiness.
Its not an easy problem to solve, but according to Humble Bundle's latest blog post they seem to have eliminated the majority of the offenders. If online security is something you're interested in, I fully recommend you give it a read as its all fairly simple stuff that comes together to form a complex system that appears to do its job rather well.
The whole article does seem to be written with the intent of promoting the Humble Widget as the best way of selling games, but its still an interesting read given that Humble Bundle goes through millions of keys each month, keys that could very easily flood the market and ruin any future sales for the developers. As such, this gives them a rather... unique perspective on the whole issue.
What I appreciate the most, however, is that Humble actually has enough guts to cancel fraudulently purchased game keys. It might inconvenience the end-user for a couple of days as they hound the various resellers to get their money back, but it does ensure that these sort of things don't happen again since resellers rely on reputation alone, and nothing says "avoid me" better than a whole slew of comments complaining about non-working keys.
On a somewhat unrelated note, while you're on the Humble website make sure to check out the recent Humble 2K Bundle 2. The first tier has some great games for basically no cost.