As we all know Greek gods were very lusty, and as a result produced several demigods.
Does this happen in other mythologies as well?
The word "Demigod" does not necessarily refer to the offspring of a god and a mortal. It's also used to refer to deified mortals, or even just minor deities.
Word choice aside, yes, the phenomenon of gods siring children with mortals crops up in many different cultures.
Just a few examples (obviously, I am making no attempt at being exhaustive):
Akkadian: Gilgamesh is the classic example. He's explicitly stated to be part god (2/3) and part man (1/3). His mother is the goddess Ninsun, his father the mortal Lugalbanda. Lugalbanda was likely a demigod himself (perhaps accounting for the odd proportion of his divinity). Enmerkar was a son of the god Utu.
Norse: The legendary ancestor-kings Sigi, Skjöld, Yngvi and Sæming (among others) are listed as sons of Odin, in the Prologue to the Prose Edda. Their mothers aren't attested to, but were likely taken to be human.
Irish: Cúchulainn is a son of Lugh the Long Arm with a human mother, in the Táin Bó Cúailnge. Diarmuid Ua Duibhne is a son of the god Donn.
Hindu: The five Pandava Brothers and Karna are the sons of gods with human mothers (from the Mahabharata). Bhishma is a son of a human king and the goddess Ganga. Hanuman (prominently featured in the Ramayana) was the son of the godess Anjana.
Christian: I think I'd be remiss not to mention Jesus (son of the Christian God, and Mary). Note, many Christian's would take issue with the term "demigod", but as an example of a child of a deity and a mortal, it fits.