How to buy $1M+ USD worth of BTC?

[thurbit]

I didn't post this in the marketplace because I didn't want to become inundated with scammers trying to sell me bitcoin. I'm posting this as a simple question without intention of purchase.

How does someone go about purchasing a million USD or more in BTC? (reliably)

I ask because the limits on the exchanges are lower (usually much lower it appears), therefore I would think you'd have to make several smaller purchases over the course of months just for $1M.  But even if that's the case, what about larger amounts like $11M USD?  How did Winklevoss brothers make their purchase years ago?

I also tried localbitcoins.com, but got no results for a $1M inquiry (at least not in the US for USD).

Surely there is a better way? What am I missing?