Differences exist between the lists. The NYT sets up books by category (hardcover, soft cover, fiction, nonfiction). They now mix digital books into those categories. Their purpose is to compare books within their own genre. By contrast, USA Today (USA) lists books by total sales and ignores categories. (I'm more impressed by being on their weekly top 50 list.)
Another factor is that the NYT counts sales in national and independent bookstores that specialize in selling books. They don't include sales at Walmart, Krogers, or Target.
No list maker tracks every book sold in the country. Even the national lists rely on a sample of sales data from specifically selected booksellers.
Here's something else to consider: A book could have steady sales for years, but not appear on any list because week-by-week sales remain relatively low, even though steady.
For example, my book for Dr. Ben Carson, Gifted Hands, has never appeared on any of the national lists, but the total sales in 23 years are somewhere in excess of four million copies. It's what we call evergreen—the sales may not be high at any one point—but the book has been selling faithfully.
Think of the best-seller lists as short-term tools
to show which books are currently popular.