She converted
On May 14, 1962 she married Don Juan Carlos de Borbón y Borbón Dos Sicilias, Prince of Spain and the future king, whom she met on a cruise of the Greek islands in 1954. In doing so, she relinquished her rights to the throne of Greece and converted to Roman Catholicism from Greek Orthodoxy. The couple have three children: Infanta Elena born December 20, 1963, Infanta Cristina born June 13, 1965, and Prince Felipe born January 30, 1968.
She was born in Athens, Greece on November 2, 1938, the eldest child of the King of the Hellenes, Paul I (1901-1964) and his wife, the former Frederika, Princess of Hanover (1917-1981). Both her parents were descendants of Queen Victoria of the United Kingdom, and despite her country of birth, the family tree on both sides is almost exclusively German and Danish in origin. The Greek royal house is a cadet branch of the Danish royal family of Schleswig-Holstein-Sonderburg-Glücksburg, which is itself a branch of the House of Oldenburg. Her brother is Constantine II of Greece and her sister is Irene of Greece.
http://en.wikipedia.org/wiki/Sof%C3%ADa_of_Spain
I once heard that President Ford at a state dinner was sitting next to the Queen of Spain and made some comment to her to the effect that he had a hard time telling Greeks and Turks apart. (This would have been not more than a year or two after the Turkish invasion of Cyprus in 1974.) I guess the point of the story was to make him appear clueless (not realizing that the Queen of Spain was really Greek)...but I can't vouch for the accuracy of the story.