I used the various tools and information from NPD and sites like Chart-Track to compile this list of PS3 games with worldwide sales over one million units, as accurate as I could make it with the latest information I had.
Games listed in order of sales (in millions):
1. Grand Theft Auto IV, Take-Two Interactive - 4.8
2. Call of Duty 4: Modern Warfare, Activision - 3.7
3. Motorstorm, Sony Computer Entertainment - 3.6
4. Metal Gear Solid 4: Guns of the Patriots, Konami - 3.4
5. Resistance: Fall of Man, Sony Computer Entertainment - 3.2
6. Assassin's Creed, Ubisoft - 2.9
7. Gran Turismo 5 Prologue, Sony Computer Entertainment - 2.2
8. Uncharted: Drake's Fortune, Sony Computer Entertainment - 1.9
9. Pro Evolution Soccer 2008, Konami - 1.6
10. Guitar Hero III: Legends of Rock, RedOctane - 1.6
11. FIFA 08, Electronic Arts - 1.6
12. Ratchet & Clank Future: Tools of Destruction, Sony Computer Entertainment - 1.4
13. Need for Speed: ProStreet, Electronic Arts - 1.4
14. Devil May Cry 4, Capcom - 1.3
15. Heavenly Sword, Sony Computer Entertainment - 1.2
16. FIFA 09, Electronic Arts - 1.1
17. WWE Smackdown vs Raw 2008, THQ - 1.0
Hope that helps.
Notice: There are other titles, such as Madden 09, that I could not find solid numbers on, but Wikipedia lists total sales across all platforms at 4.5 million, so one could assume it sold at least a million on PS3. More PlayStation 3 News...