From Nintendo's recent earnings reports:
The VGC database lists 53 DS million-sellers (29 first party and 24 third party), and 29 Wii million-sellers (15 first party and 14 third party). So of 16 missing DS games, 15 are third party, and all 7 missing Wii games are third party, which improves the Nintendo third party situation a ton in one fell swoop.
As for what games are missing...
For DS, Cooking Navi looks to be the missing first party game (Rhythm Heaven reached in October). These numbers appear to confirm that some of Nintendo's DS games like Metroid Prime Hunters, Star Fox Command and Kirby Canvas Curse have not sold 1M. For third parties, Spectrobes and Pony Friends were both announced to have shipped 1M.
For Wii, I assume Super Monkey Ball has sold 1M (Europe numbers are missing on VGC), and Deca Sports has been announced to have shipped 1M.
The 360 numbers could be are incomplete too, of course.
"[Our former customers] are unable to find software which they WANT to play."
"The way to solve this problem lies in how to communicate what kind of games [they CAN play]."
Satoru Iwata, Nintendo President. Only slightly paraphrased.
