User blog comment:JoePlay/Red Dead Redemption reaches 5 million sold/@comment-1925586-20100609115305

I trust Wikipedia on most of their facts so here you go:

PS3

Call of Duty: Modern Warfare 2 (4.74 million approximately; 3.531 million in the US,[25][26][27][28]  219,338 in Japan,[117]  at least 1 million in UK)[30]

Gran Turismo 5 Prologue (4.65 million)[94]

Uncharted 2: Among Thieves (3.5 million)[118]

MotorStorm (3.31 million)[119]

Metal Gear Solid 4: Guns of the Patriots (3 million shipped as of December 31 2009)[120]

360

Halo 3 (8.1 million)[24]

Call of Duty: Modern Warfare 2 (7.479 million approximately; 6.471 million in US,[25][26][27][28] 85,411 in Japan,[29] at least 1 million in UK)[30]

Gears of War (5 million,[31] may include PC version)

Gears of War 2 (5 million)[32]

Grand Theft Auto IV (4.356 million approximately: 3.29 million in US,[33] at least 1 million in UK,[30] 59.893 and 6.210 Platinum in Japan)[29]

to vet the material all you have to do is check "Record Video Game Sales" on Wiki.