I'm sorry, it's a bit long :

Absolutely nothing can prove their numbers are right, even if they were right, it would be a part of the truth (nothing can oblige any shop or internet site to give their numbers) for USA, but how in hell could they get - moderately accurate - numbers for Europe, even worse, Japan?

OK they try to convince you with this :

"As obligated by law, videogame companies report shipment data in their financial reports" : law only obligates to report your sales numbers, meaning how much money you made, and not how many of this product you sold ; even then these numbers go to the finance department, which VGchartz doesn't have access to.

"How VG Chartz comes up with its figures :

Sales figures are determined through two important methods
Data Sampling - VG Chartz gathers random data from a sample of the total number of retailers. ---> RANDOM!!!
Shipment information - VG Chartz has contacts with publishers who give their best estimates on number of products shipped.
Because the number of retailers selling videogames is quite large, it is possible to attain statistically valid results from a small sample.
It then becomes a matter of working backwards by having:
The approximate number of retailers.
Historical sales figures.
Data from sales tracking agencies as reference points in accuracy.
There are obvious limiting factors as well - few games have above a 40% attach rate, a game will never sell more than the console user base, publishers do not ship significantly more or less than they expect to be sold"

These arguments show nothing but probability calculations based on "some" shops and "some" publishers, which may not always be even accurate based on lack of internal communication.
They are even full of contradiction, as if "videogame companies report shipment data" and they have access to it, why would they need "some" companies and publishers to give their numbers to VGchartz who then use them to build some probability numbers?

People don't come to their site to have accurate probability, they believe the numbers they see there and there's no way other than legal numbers, which are most confidential, to really know what sales have or not been done.