I have never heard of credit card PINs being required for online purchases. Why is this? Wouldn't it drastically reduce online fraud? Physically stolen credit cards couldn't be used in online transactions either if a PIN was required.
Consider the threat model -- today, a rogue website (or one taken over by an attacker) can siphon off your credit card number and make fraudulent purchases.
Ok, so we implement a PIN, required for online purchases.
The same rogue website just asks you for your PIN too, and then uses those to make fraudulent purchases.
The method they use in Europe (IIRC) uses the PIN in conjunction with a chip on the card, which prevents the website from being able to give up that authorization to an attacker. I'm not sure of the actual method, but I'd imagine the PIN unlocks a certificate on the chip, and the certificate is used to sign the transaction.