Next Gen - The Games People Buy
Next Gen has a fascinating breakdown of the Top 100 games by sales in 2006 (sales of all games released in 2006 in NA), the genre breakdown, platform and publisher share. As it turns out, around 25% of the entire NA market is sports, with (movie and other) licenses taking around 22%. RPGs constitute 6%, although I would argue their performance is contrained by the limited number of releases.
In a list dominated by console sports and action game, Oblivion is the only western RPG on the chart and holds a commendable position, although a handful of JRPGs are listed.