Here is the figures given by the french association of video gaming (www.afjv.fr) in a 2006 study for console game :
Publisher/studio : 25%
Marketing : 11%
Royalties : 15%
Trade Marketing/shipping/translation & co : 16-18%
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a- Wholesalers : 9% + retailers : 24% (including back margin, not just shop margin).
b- Big retailers (Toys'r US, Wallmart...) : 31%
Of course, this do not apply to huge games with crazy ad campaigns, but rather to your average game.