First off, see How Big can a Python Array Get? and Numpy, problem with long arrays
Second, the only real limit comes from the amount of memory you have and how your system stores memory references. There is no per-list limit, so Python will go until it runs out of memory. Two possibilities:
- If you are running on an older OS or one that forces processes to use a limited amount of memory, you may need to increase the amount of memory the Python process has access to.
- Break the list apart using chunking. For example, do the first 1000 elements of the list, pickle and save them to disk, and then do the next 1000. To work with them, unpickle one chunk at a time so that you don't run out of memory. This is essentially the same technique that databases use to work with more data than will fit in RAM.