Gears of War (X360, 2 weeks to 1 million, LTD 6.07 Million) (Thanks KHFan)
Destiny (PS4, 1 day to 1 million, LTD sales 4.71 million. Not classed as a shooter on VGC, but come on its FPS!)
Titanfall (XB one, 2 weeks to 1 million, LTD sales 2.8 million)
Splatoon (Wii U, ~4 weeks to 1 million)
...
Probably Halo: CE (Xb og)?
Whaddya know? Quite a short list.
Notable new IP shooters that did not sell 1 million within the first month:
Left4Dead (Xb360, ~5 weeks to 1 million arguably it almost sneaks in, LTD sales 3.47 million)
Bioshock (Xb360, 7 weeks to 1 million, LTD sales 2.79 million)
Resistance: Fall of Man (PS3, lots and lots of weeks to 1 million, LTD sales 4.29 million. But it was a launch title)
Borderlands (X360, 7 weeks to 1 million, LTD sales 3.34 million)
*According to VGChartz data, which only has weekly sales info for gen 7 and 8.
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