Coldplay is the king of downloads. According to Neilsen, the band has become the first to sell over one million digital albums in the U.S., and over two million worldwide. It may be surprising that this hasn't happened before, but it basically confirms something we all knew anyway--digital downloads are the future for music.
Nielsen's SoundScan survey puts the band's U.S. digital album sales tally at 1.38 million, and their record label EMI is reporting over two million global downloads of the band's albums. That makes Coldplay the first artist to achieve this feat in the U.S., even though it's a slightly artificial figure. That's because it doesn't appear to relate to a single album...but it's impressive nonetheless as it places Coldplay above greats like Michael Jackson. SoundScan doesn't necessarily paint the whole picture, since it won't cover events like Radiohead's famous attempt at selling their own album In Rainbows online through the band's Web site. That experiment allowed music fans to pay whatever they deemed appropriate for the album, including paying nothing, and must have resulted in millions upon millions of digital sales since its release 18 months ago.
Though the Nielsen data doesn't specifically mention it, iTunes is most likely the digital store that's helped Coldplay achieve these stats. That's for two reasons: First, the iPod is the most popular MP3 player the world over, and iTunes is the biggest music retailer  in the U.S. Second, Coldplay's current album Vida la Vida was promoted by Apple on its launch, with an exclusive early download of the title track available via iTunes, and a heavily-promoted iPod ad-style video.
Of course Coldplay's not the only band to have explored this avenue of music promotion, as it's following on the heels of U2 who were once so closely associated with Apple that there was a U2 exclusive iPod loaded with every track the band had recorded. It's also slightly interesting that both of these bands are European--hasn't the iPod halo effect spread to U.S. music acts in the U.S. itself?