There is a misconception among many people in this thread. You don't need to be a million seller to be a success. If this was true, the game industry would be bankrupted by now. The fact is, concentrating only in the million plus seller, you lose the perspective, as those are exceptions and not the norm of the market.
Most successful games sells significantly less than a million as they still are very profitable compared to development and marketing costs. I am pretty sure No More Heroes was successful, as it is getting a sequel. MadWorld made a buck and was a profitable release. If their sales were within the expectations is another thing. I believe NMH was whereas MadWorld wasn't.