Who wrote the greatest number of words in their personal
journals? And what was the amount of words? I have heard that it was
either the Danish philosopher Soren Kierkegaard, at around 2 million
to 3 million words; or the American writer Henry David Thoreau, at 3
million to 4 million words. Or was it someone else?

What a fascinating question! This was a lot of fun to research. 

And the winner is...

================
 ROBERT SHIELDS
================

"Robert Shields of Dayton, Washington... He holds the distinction of
having written the longest personal diary in history. Begun in 1972,
his typewritten journal now stretches to over 38 million words. In it
he records everything he does during the day including vacuuming the
house, going to the bathroom, and even scraping his feet."

Mad Dog Productions
http://www.maddogproductions.com/ds_handwriting.htm

"Robert Shields doesn't want you to get the wrong idea. He hasn't
produced the world's longest diary in a bid for immortality, or even
to aid future historians... Shields - a short, balding former minister
and teacher - has recorded his life in five-minute increments since
1972. Stored in 81 cardboard boxes, and running to more than 37.5
million words, the diary records every event in Shield's life since
Nixon defeated McGovern 24 years ago... The Guinness Book of Records
lists Edward Robb Ellis of New York City as having the longest-kept
diary, covering 68 years. But his is a standard journal of stories and
observations, and at around 20 million words far shorter than Shields'
chronicle."

L'Intimiste 
http://www.colba.net/~micheles/nouvelles/longest.htm

Here you can listen to a six-minute radio interview with Shields:

Sound Portraits
http://www.soundportraits.org/on-air/worlds_longest_diary/

======================================================================

Shields, of course, is not exactly a stellar name in literary history.
Thoreau and Kierkegaard, whom you mention, did create prodigious
journals:

=====================
 HENRY DAVID THOREAU
=====================

"Henry David Thoreau earned immortality for his eloquent prose in
Walden, the masterpiece that resulted from his communing with nature
at Walden Pond in Concord, Massachusetts. Less widely known are the
journals Thoreau kept for twenty-four years as he walked at least four
hours a day in the Concord area. From 1837 until 1861, he carried a
homemade notebook as he explored the woods, fields, ponds, and rivers
of the area. He took notes as he traveled, revising them at home for
his journal, which became his major literary project. First published
posthumously in 1906, the fourteen-volume Journal of Henry D. Thoreau
shows Thoreau's close relationship with nature, but the Journal runs
to a formidable two million words."

Seminary Co-op Bookstore
http://www.semcoop.com/detail/0809319888

===================
 SØREN KIERKEGAARD
===================

"Throughout Kierkegaard's adult life he maintained a journal. This
journal is more than a diary. It is a huge repository of his fertile
thoughts, experiences, and literary projects—including several works
left unpublished during his lifetime. In all, it amounts to well over
7000 pages, excluding numerous scraps. In them we see alternative
drafts of published works, biographical events, musings, and
outpourings.

The entire journal has been edited and published in Danish in thirteen
volumes, which consist of twenty-five separate bindings, including
indices. Currently there are no complete translations in English,
though H. and E. Hong have published a six volume edition. (See the
Bibliography for a list of the various editions.) These journals also
include posthumous and uncompleted works. A definitive text is
currently being worked on in Denmark by the Søren Kierkegaard Research
Centre at the University of Copenhagen."

D. Anthony Storm's Commentary on Kierkegaard
http://www.sorenkierkegaard.org/journals.htm

"Prof. [Alastair] McKinnon began in the humanities computing
mainstream in the 1960s with the goal of publishing a complete printed
concordance of the published writings of the philosopher Soren
Kierkegaard (1.9 million words)."

Centre for Computing in the Humanities, King's College, London
http://ilex.cc.kcl.ac.uk/Tactweb/frames/catahist.htm 

======================================================================

=========================================================
 SPECIAL MENTION: ARTHUR CREW INMAN & EDWARD ROBB ELLIS
=========================================================

"On the 27 December 1918, Arthur Crew Inman... a young Bostonian with
literary aspirations, began to keep a diary. It was not the first time
he had promised to keep one, but this time he was as good as his word.
Over the next 45 years, Inman produced over 155 volumes, over 17
million words of progressively more illegible testimony to his bizarre
life and character."

Fortean Times
http://www.forteantimes.com/articles/147_madness.shtml

"Did you know that Arthur Crew Inman started a diary on December 27,
1918 with the words: 'Am I very much interested in Ghenghis Khan?' and
ended 45 years, 155 volumes and 17 million words later on December 5,
1963 with the words: 'This is horrible beyond the credible, twelve
divisions of migraines...' and then proceeded to shoot himself with a
Colt pistol?

Daniel Aaron spent seven years reading and editing Iman's diaries. His
abridgement was published by Harvard University Press in 1985 as the
Inman Diary: A Public and Private Confession. In 1996 an abridgement
of his abridgement was published entitled: From a Darkened Room: The
Inman Diary (both amazon US)."

Alamut
http://www.alamut.com/past/9908.html

"Arthur Inman was the scion of two prominent Atlanta families and grew
up with a degree of affluence most of us can only imagine. At an early
age, perhaps 22, he dropped out of college and became an invalid. Part
of his disability was that he could not stand bright lights and so
spent much time in a darkened room. Arthur was addicted to doctors and
spent a fortune being treated by them. He never worked and his parents
supported him to the end. Arthur started to write his diary to amuse
himself. Later he began to pay people to come and read to him and talk
to him. He was especially fond of women and liked to fondle them in
the dark. Arthur married his wife, Evelyn, when she was about 23.
Evelyn is the heroine of the story. The diary itself is huge, 155
volumes and 14 million words."

Amazon
http://www.amazon.com/exec/obidos/tg/detail/-/0674454456/102-5281349-6459309?vi=glance

===================
 EDWARD ROBB ELLIS
===================

"The Guinness Book of World Records has declared the diary of Edward
Robb Ellis to be the largest ever. He has kept his diary for 70 years,
filling 42,000 pages with 21 million words. The 87-year-old Ellis has
blown away a field of the greatest diarists ever -- André Gide, Kafu
Nagai, Thomas Mann, even Samuel Pepys, whose output of 1.25 million
words in nine years (1660-69) looks like a bad case of writer's block
by comparison."

Salon
http://www.salon.com/media/1997/12/02media.html

======================================================================

Google search strategy:

Google Web Search: "million words" + "longest" + "journal"
://www.google.com/search?hl=en&ie=UTF-8&oe=UTF-8&q=%22million+words%22+longest+journal

Google Web Search: "million words" + "longest" + "diary"
://www.google.com/search?hl=en&ie=UTF-8&oe=UTF-8&q=%22million+words%22+longest+diary

======================================================================

I hope this information is useful. If anything is unclear, or if a
link does not function, please request clarification; I'll be glad to
offer further assistance before you rate my answer.

Best regards,
pinkfreud

Thank you for this great answer. This question has been digging at the
back of my brain for many many years, since starting my own journal. I
had read that one of those two famous authors had written volumes and
volumes of personal material, but to know that some individual has
written more than 38 million words. Wow.