There is nothing official from valve out there, but according to
this site the zones are:
Zone 1:
Albania, Andorra, Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Liechtenstein, Luxembourg, Macedonia, Netherlands, Sweden or Switzerland.
Zone 2:
Bosnia and Herzegovina, Bulgaria, Croatia, Cyprus, Czech Republic, Greece, Hungary, Italy, Malta, Monaco, Montenegro, Norway, Poland, Portugal, Romania, San Marino, Serbia, Slovakia, Slovenia, Spain or the Vatican City
though that is from 09, and is apparently not quite up to date. Also, those are the zones that valve use for their games, publishers are free to pick other zones for their pricing.
*edit*
this one might be a bit more up to date.
Region 1:
Andorra, Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Liechtenstein, Luxembourg, Netherlands, Sweden, Switzerland
Region 2:
Albania, Bosnia and Herzegovina, Bulgaria, Croatia, Cyprus, Czech Republic, Estonia, Greece, Hungary, Italy, Latvia, Lithuania, Macedonia, Malta, Monaco, Montenegro, Norway, Poland, Portugal, Romania, San Marino, Serbia, Slovakia, Slovenia, Spain, Vatican City
Why is Norway in the cheaper zone? It makes no sense to me...