No, there's no Greek spelling dictionary by default in OS X. These are the languages for which there are spelling dictionaries:
- Australian English
- British English (en-gb)
- Canadian English
- German
- 'English' (en-us)
- Spanish
- French
- Italian
- Dutch
- Portuguese
- Portuguese (Brazil)
- Swedish
There is a spelling dictionary add-on app, though, so you might try searching for that to see if they include Greek. Sorry, am too tired to search myself right now.