Always interesting to talk about series sales. Here's what little data I have gathered throughout the years:
Shenmue I in Japan: ~410,652
Shenmue I in US: ~458,977
With those sales totaling 869,629 sales, and many sources saying Shenmue I sold about 1.2 million, that leaves Europe with ~330,371 sales. This is all as of March 2nd, 2003.
This also cites Shenmue II selling 126, 483 copies in Japan as of that date...
Source:
https://web.archive.org/web/20050228083737/http://www5e.biglobe.ne.jp/~hokora/english/dcchart.html
U.S. Shenmue apparently sold 2,817 copies as of August 31st, 2001:
https://www.neogaf.com/threads/dori...reamcast-software-ltd-11-1998-q3-2001.368000/
According to X - One Magazine in the UK, they estimate that Shenmue IIx sold about 320,000 copies. Unknown if this is worldwide or just in the PAL regions:
This site cites Shenmue IIx in North America as selling 26,683 in the three days it was released in October:
http://web.archive.org/web/20030628171856/http://g-rev.com/Special/Shenmue/News/News2002.html
And the same site also says that Shenmue IIx PAL charted #1, presumably during release month:
http://web.archive.org/web/20030628172208/http://g-rev.com/Special/Shenmue/News/News2003.html
I've also found a pretty interesting interview regarding SEGA's outlook on Shenmue II on Dreamcast in the USA:
Charles Bellfield is talking with IGNDC, and basically says that retailers and sales data from other big Dreamcast titles didn't fill them with confidence that Shenmue II would do well, and that they wanted it to be in a position where it would continue after the Dreamcast died. We all know what happened next, but I can't really fault them. It was a risk, but sadly just didn't pay off.