December 15:
Skyrim has now shipped 10 million packaged retail copies according to a press release issued by Bethesda.
Although the digital sales numbers have not been released, according to Jason Holtman, Director of Business Development at Valve, "Skyrim is the fastest selling title in Steam's history." Considering how well past Valve games such as Portal 2 and TF2 have performed on Steam, I would imagine the Steam sales must be tremendous.
http://www.industrygamers.com/news/skyrim-reaches-10-million-shipped-becomes-fastest-selling-steam-title-ever/
http://www.gamesas.com/index.php?/topic/1245665-skyrim-sales-predictions-10-million-copies-shipped-as-of-dec-15/
update as of Dec 3
Sales During Week 4: 636,265 copies (excludes digital downloads)
Xbox 360: 294,007
PS3: 184,955
PC retail (excludes digital downloads) 157,303
http://www.vgchartz.com/weekly/: 5,803,982 (excludes digital downloads)
Xbox 360: 3,039,149
PS3: 1,659,492
PC retail (excludes digital downloads): 1,105,341