I've always regarded with sceptitism those "numbers of calories burned" reported by the cardio machines at the gym, but my guesstimate of the measurement error was usually 5-10%. Today I finally went online to see if I could find more information. According to this source, the error is much higher in some cases:
Treadmill: Overestimated calories burnt by 13 percent
Stationary Bike: Overestimated calories burnt by 7 percent
Stair Climber: Overestimated calories burnt by 12 percent
Elliptical: overestimated calories burnt by 42 percent
From now on, forget the elliptical machine!!!