Here is some data I got from The Ultimate History of Video Games, by Steven L. Kent, which is an awesome book. Go buy it now! Some sales weren't specific about whether it was one region or worldwide. I included regional or worldwide notations if they were given. Some games were just mentioned as "million selling" or as a "million seller". Some of this stuff is common knowledge or already covered on VGChartz, for example everyone knows Legend of Zelda sold 1 mil+. Also, some data seemed to be for a specific point in time, not necessarily the lifetime total. I also included some vague sales references and arcade machine data.
2600-Custer's Revenge: 80,000(approximately)
2600-Pac-Man: 7,000,000
2600-Yar's Revenge: 1,000,000("million seller")
2600-Raiders of the Lost Ark: 1,000,000("million seller")
2600-Adventure: 300,000("nearly 300,000")
Sinclair Spectrum-JetPac: 300,000(+)
NES-Star Voyager: 100,000(+)(Referenced when talking about Acclaim in U.S.)
NES-3D World Runner: 200,000(+)(Referenced when talking about Acclaim in U.S.)
NES-TigerHeli: 1,000,000(Referenced when talking about Acclaim in U.S.)
NES-1942: 1,000,000(+)(Seemed to be speaking of U.S./NES here)
NES-Ghosts n' Goblins: 1,000,000(+)(Seemed to be speaking of U.S./NES here)
NES-Commando: 1,000,000(+)(Seemed to be speaking of U.S./NES here)
NES-Legend of Zelda: 1,000,000("million seller")
NES-Mike Tyson's Punch-Out: 1,000,000("million seller")
NES-Gradius: 1,000,000(+)(1 million sold in JP before game was brought to U.S.)
NES-Bases Loaded: 1,000,000("million selling")
NES-Maniac Mansion: 250,000(+)(250k in first printing, there was at least a second printing of unspecified amount that did occur)
NES-Super Mario Bros 2: 6,760,000(worldwide)(this was in reference to the U.S. SMB2, not including the original JP Mario Bros 2)
NES-Tetris: 3,000,000(+)(Nintendo version)
NES-Bible Adventures: 350,000(approximately)
NES-Super Mario Bros 3: 17,000,000(+)
NES-Super Mario Bros: 30,000,000(+)
NES-Teenage Mutant Ninja Turtles: 4,000,000(approximately)
NES-Highway Star: 500,000(approximately)("Square sold approximately 500,00 copies of Highway Star and World Runner", separate or combined isn't clearly stated)
NES-World Runner: 500,000(approximately)("Square sold approximately 500,00 copies of Highway Star and World Runner", separate or combined isn't clearly stated)
GB-Tetris: 40,000,000(+)
GB-Mortal Kombat: 1,000,000
SNES-Street Figher II: 2,000,000(+)
SNES/GEN-Mortal Kombat: 6,500,000(approximately)("nearly 3:1 sales in favor of GEN version over SNES version", paraphrased quote)
SNES-Donkey Kong Country: 9,000,000
SNES-Final Fantasy VI: 3,000,000(in Japan)
N64-Pilot Wings 64: 200,000("nearly" 200k sold during the N64 launch in JP)
N64-Super Mario 64: 300,000(sold during the launch of the N64 in Japan)
N64-Goldeneye: 5,000,000(+)(worldwide)(also, 1,100,000 sold by end of 1997)
PS-Final Fantasy VII: 6,000,000(worldwide, taken from a quote by Sakaguchi)
PS-Dragon Quest VII: 4,000,000(+)(Japan)
PS2-Onimusha: 1,000,000("million seller")
PS2-Gran Turismo 3: 1,000,000("million seller")
DC-Soul Calibur: 1,000,000(worldwide)(in a passage from the book he states that no other first year title from the DC sold 1 million copies)
DC-Shenmue: 200,000(Japan)(this was when the DC had 1,000,000 units sold in Japan, seemingly an early number for Shenmue)
PC/MAC-Myst: 4,000,000
Here are some of the more vague sales references...
Sega CD-Night Trap: Creator of the game said that the Congressional hearing on violence in video games he was selling 50,00 copies per week.
N64-Cruis'n USA and Mortal Kombat Trilogy: Both games were mentioned as somewhat poor early titles for the N64. The next paragraph spoke of the strong sales of early N64 games and how most any game sold 1 million copies.
SNES/GEN-Mortal Kombat 2: No data given, but did state that the SNES version outsold the GEN version.
NES-Tetris(Tengen version): Some 268,000 copies were recalled and subsequently destroyed according to a former employee.
Here are arcade machine sales...
Q*Bert: 20,000(approximately)
Dragon's Lair: 16,000(+)
Donkey Kong: 60,000(+)
Donkey Kong Jr: 30,000
Donkey Kong 3: 5,000
Pac-Man: 300,000(worldwide, the record holder)(100,000+ in U.S.)
Ms. Pac-Man: 115,000(in U.S., U.S. record holder)
Death Race: 1,000
Sea Wolf: 10,000(+)
Sea Wolf II: 4,000
Space Invaders: 160,000(+)(100,000+ in JP, 60,000+ in U.S.)
Asteroids: 100,000(+)(70,000+ in U.S., 30,000 in non U.S. territories)
Popeye: 20,000
Mr Do!: 30,000(approximately)(first arcade game sold as a conversion kit only)
Shark Attack: 990
Defender: 55,000(worldwide)
Radarscope: 1,000(U.S.)(This was the JP arcade hit that didn't take off in the U.S., the remaining 2,000 cabinets were converted into Donkey Kong machines)
Street Fighter II: 60,000(+)(Capcom had not released official totals, the 60,000+ number comes from outside sources or estimates)
An interesting tidbit here. Computer Space by Atari founder Nolan Bushnell, the first coin-op video game, did not sell all 1,500 machines that were manufactured.