1) Super Mario Bros. (NES) - 40 Million
2) Tetris (Game Boy) - 33 Million
3) Super Mario Bros. 3 (NES) 18 Million
4) Super Mario World (SNES) - 17 Million
5) Super Mario Land (Game Boy) - 14 Million
6) Super Mario 64 (N64) - 11 Million
7) The Sims (PC) - 10 Million
8) Super Mario Bros. 2 (NES) - 10 Million
9) Grand Theft Auto: Vice City (PS2) - 8.5 Million
10) Harry Potter and the Sorcerer's Stone (PS1) - 8 Million
11) GoldenEye (N64) - 8 Million
12) Donkey Kong Country (SNES) - 8 Million
13) Super Mario Kart (SNES) - 8 Million
14) Pokemon Red/Blue (Game Boy) - 8 Million
15) Half-Life (PC) - 8 Million
16) Tomb Raider II (PS1) - 8 Million
17) Final Fantasy VII (PS1) - 7.8 Million
18) Myst (PC) - 7 Million
19) Gran Turismo 3 (PS2) - 7 Million
20) Dragon Warrior VII (PS1) - 6 Million
Source
That is as of May of 2003, but I highly doubt Halo has sold 7+ million copies since then
edit: added bold