There's a story at FunXbox that states Microsoft is now saying that 1.1M Xbox consoles have been shipped to retailers (note: this does NOT mean sold ).

Microsoft Corp. today announced that Microsoft Xbox video game system has surpassed the 1 million mark in shipments, with 1.1 million units sold-in to retailers. These sell-in results build on the spectacular Xbox sell-through rate for the system's first two weeks of launch.

The article cites Microsoft but there is no direct link to any press release or other media outlet.

UPDATE: Ferrex on RHL and Tobin here at Rampancy gave us a link to the Microsoft press release at PRNewsWire.