Nintendo is a special case because of their different ship date. They're getting smart. Consuemrs expect (in general) that new media incluidng both music and DVDs are released on Tuesdays. The same goes for theatrical releases and Fridays (with the exception being the upcoming holiday weekend Wednesday release such as Spider-Man 2). Nintendo has cought on to this consumer thred. They realize that most people go shopping for new media on Tuesdays when it comes out. So, why not have their games avaliable on the same Tuesday? To do this Nintendo sets their ship dates on Monday. This ensures the games have an extra day to get there and will be ready to sell on time. For their super huge releases they will often ship them even earlier (usually the Friday beforehand). I'm positive this happened with Metroid Prime because I got my copy from EBgames.com on the "release date" of Monday. There's no way that could have happened if Nintendo sent EBgames.com the games on that same Monday.
The big difference here between the DVD/music/book industries and the games industry is that videogames (99% of the time) do not carry street dates. I've noticed every now and then Microsoft will release an Xbox game (Midtown Madness 3 comes to mind) which states specifically only the box "Do Not Sell Before MM/DD/YYYY."
The other industires ship their product out in advance and the stores have them in their backrooms usually a few days before the street date. This is to ensure that every store gets them and they all sell them at the same time. Breaking a street date is a seriously bad thing to do. It can heavily sour relations with the publisher.
As I stated above, games don't have street dates. Their "release dates" are the same as the shipping date. So, if a game ships on Tuesday the 13th then it is also going to become avaliable to the public to buy on Tuesday the 13th. The problem is that most stores have no chance of getting the games on Tuesday the 13th because they just left the publisher that same day. Some stores in areas very close to shipping centers will get them the same day, but like I said that's a regional thing. For the most part botique stores such as EB and GameStop will get them the next day. Stores like Wal-Mart, Best Buy, and Circuit City get the games sent to their central warehouses, and re-sent out to their individual stores from there. This is why they get games later (on Wednesday or Thursday).
So, really, the first day that a game is widely avaliable to anybody in the nation at any store is more like Thursday (especially when you factor in that Wal-Mart, which ships stuff to their stores slower than Best Buy, is sometimes the ONLY place somebody can buy videogames).