Big budget games cost in general $20-50 million.
The first Gears of War cost only $10 million but the cost of making the game engine isn't included in that number.
Uncharted cost $20 million. Heavenly Sword I think was $20 million.
Games like Oblivion, Halo 3 and Killzone 2 at least $40 million.
GTA4 $100 million.
These numbers are studio development costs. Marketing & promotion expenses come on top of that (several or often 10s of millions $).