If you're not happy with VGChartz's data :
MGS4 has not sold its first shipment yet in Italy, according to GFK : it is, as of the last report (July 20), at 81,100 units sold, out of an initial stock of 95,000 units. (GFK's Italy Charts)
It has 'only' sold between 200k and 300k in the UK at the end of July, according to Chart-Track (probably closer to 200k than 300k) (ELSPA Awards). Given that the UK usually represents around 1/3-1/4 of all Europe sales, a rough estimate would put MGS4 sales around 900k in all Europe. (first shipment was around 1 million according to Konami's own press).
It has sold 775k in the USA in June (NPD USA June 2008). First shipment was around 1.5 million. Even if you add Canada and others, I doubt it has made much more than 900k total for the month in the America. And unless it has had tremendous legs, I doubt it has made significantly more than 600k in July (in order for it to sell out its first shipment). It has most probably done way less, as those type of games are heavily front-loaded.
In Japan, the game was at 622k according to Famitsu at the end of July. (Famitsu July 27's Chart)
This game has sold around 3 million units directly to consumers at very best, and anyone expecting way above that is just deluding himself.