NPD, UK and EU chatz, BIU (Germany), PRs (with shipped data), Media Create/Famitsu (Japan), Financial numbers, etc.
There is a lot of information in the internet.
Some examples:
GT5 shipped 9,190k as of Sep 2012: http://www.polyphony.co.jp/english/list.html
VGC had it at 7,856k as of 29th Sep 2012: http://www.vgchartz.com/weekly/41182/Global/
1,334k on shelves for just a game is way to much... so undertracked... a old game is suposed to have ~500-700k units on shelves in this time of the year.







