My recollection is that the D&D Red Box sold really well - a lot of copies indeed. Sales of the other sets I'm not sure about. I don't think the Immortal rules did well, for instance! TSR became a lot less enthusiastic about the BECMI line as the 90s wore on, and the Rules Cyclopaedia, in many ways, is the last moment of glory of the line - with AD&D 2e receiving a lot more of the love.
Cheers!
IMO (of course, as always), I'd say the Red Box (and all previous basic sets) sold extraordinarily well. Phenomenal in fact. Even better than the AD&D three perhaps.
The Expert Boxes I'd say also sold well, though not as well as the Red Box by far.
The Companion was also a steep drop off, but did well enough.
I think you saw a lot of drop off when going to the Master set...and the Immortals...I'm not so certain how well it did. Certainly well enough that when they did it all over again, they created a new Immortals set later, but I'm still inclined to say that compared to the Red Box, the I set was minimal in relation to sales.
I think the RC also sold decently, though again, not as well as the Red Box, and maybe not even as well as the Expert sets.
After that, you saw a nosedive of anything sold, basically after the RC...D&D didn't sell again...well...in numbers cognizant of keeping the line going.
IMO of course...just saying that again.
(PS: Just thought I'd add, Frank probably is better on the exact numbers, or better memory in that regards if you have access to him, which I think you do Merric? At least to ask the question. However, I think he's answered it before also...though that was elsewhere and not here I think).