There's a lot of debate about Steam sales lately; if you need recent proof games don't need discounts to sell well, you can find it in Arma 2, spurred on by the popular total conversion survival mod Day Z. Nevertheless, Arma 2 finally went on sale recently, and it seems the numbers there pushed the number of Day Z players to nearly one million, coming in at 936,156 as of the time of writing.
Skyrim has been in almost the exact same situation. Massive, established fanbase aside, it wasn't discounted for awhile, and is also popularized heavily due to the mod community.
You could also say the success of Day Z is proof games don't need advertising or marketing to sell well, because it got none of that. No, Day Z owes its entire success to unique gameplay, the reputation of related developer Bohemia Interactive, and word of mouth.