In our daily life everything and everyone occupies an amount of space, simply by "being there". Edward Hall coined the term proxemics for the studies of man's use of this space. This paper presents a study on proxemics in Human-Robot Interaction and particularly on robot's approaching groups of people. As social psychology research found proxemics to be culturally dependent, we focus on the question of the appropriateness of the robot's approach behavior in different cultures. We present an online survey (N=181) that was distributed in three countries; China, the U.S. and Argentina. Our results show that participants prefer a robot that stays out of people's intimate space zone just like a human would be expected to do. With respect to cultural differences, Chinese participants showed high-contact responses and believed closer approaches were appropriate compared to their U.S. counterparts. Argentinian participants more closely resembled the ratings of the U.S. participants.