I would love to take a walk through the vault. That would be impressive. How do they store them? In their boxes all sealed up?
I imagine that there are a lot of collections out there that are much larger than mine. Contrary to previous remarks... I don't think many realize how fast pieces add up. Heck a decked out minifig has a dozen pieces all by itself. One thing people have seen of mine is my over 3000 minifig collection. I would guess I have a total of 50,000 pieces just in minifig parts and accessories. However, the main reason I think my collection is reaching the million piece mark is the pick a brick stuff I have picked up. My largest numbers of pieces are not brick at all but 1x1 plates and 2x2 plates. 1x1 and 1x2 Tiles and such as well. I have grabbed 6 150.00 size pick a brick boxes full of these tiles and plate pieces. It is hard to fathom how many of these type of pieces you can fit into those big pick a brick boxes. I guesstimate my 1x1 round plates of different colors to approach 50,000 pieces alone. What am I gonna do with all of them. Make cobblestone roads and use as random rocks everywhere on my layout. I likely bought way too many of these pieces and will not use them all. When you can get those tiny pieces priced in a pay "by volume" way with picka brick, you can't go wrong picking up absolutely tons of them. I'm guessing I got them at 3 hundred pieces on the dollar.
Which leads me to the conversation on how to buy brick. I find ebay the least reliable and most expensive way to buy brick unless I get lucky. I imagine it would be better for a general builder but castle stuff and grey brick seems to always be expensive on there. Bricklink is great but you have to buy a lot of brick for the shipping cost to even out. I buy a lot on bricklink but usually hard to find pieces and special colors. For anything the size of a 1x2 or smaller and special expensive modified bricks pick a brick walls are the bomb. The problem is the selection, you have to look often or get a manager to look out for good pieces for you. If you get some good coupons and with stamps at lego stores you can get some incredible deals on small pieces. If you collect figures then sets are good for the pieces as well. I never buy a set if I don't want the figures that are inside of it as well. Lego creator sets have a great price/piece count especially on clearance.
That's a lot of cash, but in theory it only adds up to 150 000 bricks, but especially when it comes to older sets it would be even less than that.
That is how I got more for my money than most get by buying sets alone. Actually I got most of the older sets. Vikings and Knights kingdom II stuff for on sale prices last fall. Some of the sets were 3 years old and still on sale at Amazon.com and toys r us .com. I found it crazy that I could get them for so cheap. When I got the sets I was glad I only payed a little for them.

The KKII stuff wasn't so great. I did already own just about all of the sets previous to 1998 already.
I have 2 lego rooms. 1 where I build. My garage is where the layout is all spread out. My significant other and my family do think I am crazy at times but they are also amazed at the MOCs. I suppose I could be addicted to worse things...