In the UK, a launch event was held at a cinema in London's Leicester Square, more usually the setting for film premieres.
Amazon said its pre-order sales for Modern Warfare 2 had been 50% higher than for Grand Theft Auto 4 - which until now had been the most successful release ever.
"We're already seeing it bully other name-brand competitors into pushing their release dates back rather than risk going head-to-head in the same launch window," said Scott Steinberg, of game and gadget website Digital Trends.
Since the Call of Duty franchise started in 2003, more than 28 million copies of the game's various incarnations have been sold.
In the UK, the console versions of the game are selling for about £54. The PC version is priced at about £35.
However, supermarkets and retailers have been advertising it a steep discount. Sainsbury's and Tesco are expected to offer it for about £26. Online stores have also cut the price of the title.
A limited edition of the game, called the Veteran Package, is also available for £99.
While many gamers eagerly awaited its release, fans of Modern Warfare have expressed disappointment that the PC version will lack some of the tools and tweaks available in earlier editions.
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