However, numbers do not tell the whole story. It's more illuminating to ask why is the Lumia 920 noticeably heavier than its competitors? After all it's not as if Nokia deliberately put lead weights somewhere in the device, just to make it heavier.
the biggest factor is the way in which the device has been put together. Internally, and unusually for a unibody design, the Lumia 920 has a double frame design (full circuit board frame, and separate metal frame), and the screen assembly effectively acts as a third frame. While this internal design architecture, together with a number of related factors around materials tolerance and component positioning, adds extra weight, it also gives the Lumia 920 exceptional mechanical strength and durability, endowing it with a greater ability to endure drops, bumps, and other shocks (and means you're less likely to need a full protective case, with the added size and weight that this entails).