Apparently its the Beatles and Eminem.
"Over three decades after their breakup, the Beatles still released the top-selling album of the 2000s. The Fab Four’s greatest hits compilation 1 sold over 11,448,000 copies since its release in November 2000 according to Nielsen SoundScan’s decade-end sales numbers. Eminem was the 2000s’ top-selling artist with 32.2 million combined in sales, plus two albums in the decade’s Top 10: The Marshall Mathers LP was fourth with 10,195,000 sold and Eminem Show was fifth with 9,789,000. Slim Shady edged out the Fab Four for the distinction of the decade’s top-seller as the Beatles claimed Number Two with 30 million."
Then there's this horror:
"Only two more albums managed to cross into diamond — or 10 million sales — certification: ‘NSync’s No Strings Attached (11,111,000) and Norah Jones’ Come Away With Me (10,523,000.) As a testament to the record industry’s decline in the second half of the decade, only two albums released in the years between 2005 and 2009 managed to get in the Top 20 of the 2000s’ bestsellers: Nickelback’s All the Right Reasons and Carrie Underwood’s Some Hearts at 14 and 17 with sales under seven million.
Nickelback’s “How You Remind Me” was also named the 2000’s Number One overall song, beating out Train’s “Drops of Jupiter” and Lifehouse’s “Hanging on a Moment.” https://www.rollingstone.com/music/music-news/eminem-and-the-beatles-the-top-selling-artists-of-the-2000s-249639/