I wonder how much money some games actually make.
It depends how you look at it. If you mean "how much money does the average game make, taking into account _all_ games", the answer is - most of them lose money. Tons of games come out, most sell poorly. If you release a game that sells 50,000 units, that's well above average. I'd guess most sell <= 10,000. A "successful" game breaks the 100,000 mark. If you hit 200,000 its a wildly successful game. 500,000 and you're a bona-fide mega hit. Precious few games ever break a million, even on the console.
Now, if you mean "how much money do the games I actually hear about make" that's a different story. Meaning, games that will likely sell 100,000+. Figure $50 bucks a pop, @4 million for development - and you're looking at somewhere around the break even point. Sell 250,000 and you've made a handy profit (hardly any games reach this mark). 500,000+ and its Scrooge McDuck time. Hit Blizzard or Square numbers and you've got funding for the next 10 projects.
The games industry is pretty rough. You don't hear about all the failures (except the high profile ones) and all the companies that fold before they ship _anything_.
There aren't many Squares or Blizzards (or Volitions for that matter).