This completed for me in 36 seconds on our DEV server. Like Brian's answer, focusing on filtering to the range is important from within the query; a BETWEEN still tries to generate all the initial records prior to the lower bound even though it doesn't need them.
declare @s bigint = 10000000
, @e bigint = 20000000
;WITH
Z AS (SELECT 0 z FROM (VALUES (0),(1),(2),(3),(4),(5),(6),(7),(8),(9),(10),(11),(12),(13),(14),(15)) T(n)),
Y AS (SELECT 0 z FROM Z a, Z b, Z c, Z d, Z e, Z f, Z g, Z h, Z i, Z j, Z k, Z l, Z m, Z n, Z o, Z p),
N AS (SELECT ROW_NUMBER() OVER (PARTITION BY 0 ORDER BY z) n FROM Y)
SELECT TOP (1+@e-@s) @s + n - 1 FROM N
Note that ROW_NUMBER is a bigint, so we can't go over 2^^64 (==16^^16) generated records with any method that uses it. This query therefore respects the same upper limit on generated values.