The occurrence of a wide variety of regulated (four trihalomethanes (THM(4)), five haloacetic acids (HAA(5))) and unregulated (haloacetonitriles (HANs), halogenated ketones, chloropicrin, carbon tetrachloride, and other haloacetic acids) disinfection by-products (DBPs) was studied, in two hundred twenty-six finished drinking water samples collected in Barcelona (Spain, between 2008 and 2009), Athens (Greece, 2009–2010), Heraklion (Greece, 2009–2010), Nicosia (Cyprus, 2012–2013), and Limassol (Cyprus, 2011). The samples were analyzed by using liquid-liquid extraction, gas chromatography coupled with an electron capture detector or negative chemical ionization mass spectrometry. In addition, fourteen swimming pool water samples (from Heraklion and Athens) were also investigated regarding their DBPs content. The studied DBPs were determined concurrently with pH, total organic carbon (TOC), and bromide. Spearman's statistical analysis has shown statistically significant (p < 0.001) weak correlations between TOC, THM(4), HANs and HAA(5) but a strong correlation between THM(4) and HANs. Principal component analysis (PCA) on THM(4), HANs and HAA(5) provided a clear differentiation between the examined drinking waters, on the basis of their DBPs content. In the drinking water of coastal cities, the brominated DBPs dominated over the chlorinated ones, due to the higher bromide concentrations occurring in the corresponding raw waters. Lifetime cancer risk and hazard quotient by exposure to four THMs, dichlorocetic acid and trichloroacetic acid in drinking water and indoor swimming pools through multiple pathways were estimated. Total cancer unit risks in drinking water for Nicosia, Barcelona, Limassol and Athens exceeded in most cases the US EPA's regulatory threshold (1.0E-06). The total lifetime cancer risk evaluated for the studied indoor swimming pools was above the US EPA's negligible level for male, female, and junior swimmers.