Sorry it took so long...
1. Killzone: Liberation (850,000 copies) -- Killzone: Liberation suffered from a dual injury: low scores and low sales. It deserved neither. It's one of the best games of the seventh generation, and one of the best third-person shooters I've ever played. Perhaps if Liberation had been a first-person shooter like its predecessor and immediate succesors, it would have sold more. Who knows?
2. Zack & Wiki: Quest for Barbaros' Treasure (410,000 copies) -- Despite critical acclaim and a campaign by IGN editors to drum up pre-orders, Zack & Wiki fell flat in terms of sales. I guess a point-and-click adventure game featuring a shirtless boy pirate and golden monkey didn't speak to a mainstream audience. The name probably didn't help either. It's a shame, though, because it's one of the best adventure games ever made.
3. 999: Nine Hours, Nine Persons, Nine Doors (290,000 copies) -- This gem may have gained a substantial cult following but it never found a place in the popular imagination. Lack of advertising probably hurt this game, plus the fact that it's a visual novel. Again, it's a shame, because 999 boasts one of the best video game stories ever written.
4. Patapon (770,000 copies) -- This unique hybird between god game and rhythm game did fairly well considering its unusual premise and mechanics, but it couldn't compete with blockbusters like God of War and Grand Theft Auto.
5. Folklore (280,000 copies) -- Considering the massive popularity of monster hunting/collecting games like Monster Hunter and Pokemon, one would think Folklore would have reached a larger audience. No such luck. Still, very much worth playing.