Right now, I'm lucky. One of my publishers does quarterly royalty statements (practically unheard of) and one of my editors has sent me several notes to let me know how many copies of one book have shipped to date.
But that's shipped, not sold.
And then there's Bookscan, which supposedly tracks 75% of sales (no Wal-Mart, though, and I don't think any library sales). But these are real sales, not books shipped to bookstores (which can and so return to the publisher for credit). I even emailed Bookscan to ask about purchasing the right to see one ISBN, which supposedly cost $85. They never replied.
Amazon's Author Central now allows authors to see their own Nielsen Bookscan weekly data for the last four weeks. For free!
You can read the LA Times article here.. I'm just glad it's only updating weekly. Because that Ingram number was like crack cocaine.