Here's a small list you could easily update :
PSP
Sonic Rivals
http://www.vgchartz.com/games/game.php?id=2110®ion=All
VgChartz sales: .94 million
Reasoning: No Japanese numbers (I don't know if it was released in Japan or not). Also, the PAL numbers don't have weekly totals. Just one total, which is lower than the American number. Sonic games almost always sell best in PAL regions, so I have a hard time believing this game sold better in America by nearly 200,000 units.
Sonic Rivals 2
http://www.vgchartz.com/games/game.php?id=12773®ion=All
VgChartz sales: .45 million
Reasoning: Again, no numbers for PAL or Japan. Just the PAL numbers probably put this one over a million.
DS
Sonic Rush Adventure
http://www.vgchartz.com/games/game.php?id=7499®ion=All
VgChartz sales: .46 million
Reasoning: Again, no PAL numbers. The first Sonic Rush game sold 1.72 million copies in PAL regions alone, so I think it's safe to say this one is a million-seller.
Gamecube
Game - Resident Evil
Platform - Gamecube
Link - http://ir.capcom.co.jp/english/data/million.html (click on the 21-30 button)
Shipment - 1.35 million
VGChartz sales - 0.00 million
Xbox 360
Ace Combat 6.
No Others numbers
It might be not a platinum seller, but it derserves at least 200,000 sales in Others region. Ace Combat 4 for ps2 did 500 000 there, it proves the franchise is popular there.
http://www.vgchartz.com/games/game.php?id=22®ion=All
http://www.vgchartz.com/games/game.php?id=7681®ion=All
The Orange Box
The Orange Box for 360 is a sure million seller but it has outdated 'Others' numbers.
According to this thread it has sold 120 000 in the UK alone while vgchartz track it at 0.16m for the whole 'Other' area.
http://www.vgchartz.com/games/game.php?id=7619®ion=All
http://vgchartz.com/forum/thread.php?id=28355
Add to this it's 96 at metacritic and it's a sure million seller...
Skate 1
Skate 1 is probably a million seller too. Skate 2 is already at 0,13 in the 'Others' are while Skate 1 has 0 sales. It must have done surely 200 000 or over.
http://www.vgchartz.com/games/game.php?id=6987®ion=All
http://www.vgchartz.com/games/game.php?id=27534®ion=
Scene it 1
Scene it 1 has no Others numbers while Scene it 2 is already at 0,2 in there.
http://www.vgchartz.com/games/game.php?id=12615®ion=All
http://www.vgchartz.com/games/game.php?id=25238®ion=All
Dirt
Outdated Others numbers, for more than 1 1/2 year.
http://vgchartz.com/games/game.php?id=6710®ion=All
PS2
Shadow of the Colossus
US numbers and JP numbers should be one game, add to this the others numbers and it's an easy million seller.
I'll make more list as you update them