I frequently see such long files when looking at typical C or C++ projects, actually both closed and open source. Most other languages seem to have unwritten laws that source files shouldn't be larger than 500 LOCs.
Provided you avoid globals, the sky's the limit. My professional record is 17,000 lines; after a while it became a game, to see how far we could take it before somebody cracked. But in the end the project finished before anybody felt the need to split it up. It was actually very easy to keep on top of and handy to have everything in one place.
You do need some better way of navigating round the file than search, though! I recommend something like visual assist or imenu.
