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Patrick O'Brian's wonderful 20-book (plus one unfinished) Aubrey-Maturin series is often referred to as one giant novel. It's a historical series, set in the Royal Navy of the Napoleanic era.
Unfortunately it's not yet available as a legal eBook.
Many of the "classics" which I enjoy are, of course extremely long (they were typically originally published as weekly or monthly magazine serials, and subsequently as multiple volumes in book form). Something like "Bleak House" is extremely long, but a wonderful story.
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