Originally posted by Ryuken:

So I tried to buy a game but the purchase failed and my card was still charged what do I do?

Nothing. You don't understand how banking works in this circumstance. The money never actually left the bank, transactions fail all the time, it's not some new thing no one ever thought of before. Of course banks have processes for this and they don't generally require any input from you.

If you're still worried or think my very obvious advice is dumb, call your bank up and have them explain to you what happens if a transaction fails.