This I believe is a subjective question, so I will provide my subjective opinion.
Angular has a modularization mechanism built in. When you create your app, the first thing you would do is
var app = angular.module("myApp");
and then
app.directive(...);
app.controller(...);
app.service(...);
If you have a look at the angular-seed which is neat starter app for angular, they have separated out the directives, services, controllers etc into different modules and then loaded those modules as dependancies on your main app.
Something like :
var app = angular.module("myApp",["Directives","Controllers","Services"];
Angular also lazy loads these modules ( into memory) not their script files.
In terms of lazy loading script files, to be frank unless you are writing something extremely large it would be an overkill because angular by its very nature reduces the amount of code you write. A typical app written in most other frameworks could expect a reduction in around 30-50% in LOC if written in angular.