The record is I believe ~804k for Wii's October 2008. This is the second place now though.
November and December also go to Wii, Nov. 2008 with 2.04m, and Dec. 2009 with 3.81m, which is also the record for best month tracked by the NPD for a console ever.
EDIT: The data I was looking at for this was older. I can't seem to find the most recent records though just by looking around here and online, but it seems those may still be the records.
I do think Switch has a decent chance at breaking that 2.04m record. Next month is going to be big. Dec. 2009 though is too big a hurdle. I seem to recall that 2nd place is nowhere near 3.81m. That is just a crazy number of systems for a single month in the US alone.