NTFS supports an enormous filesize. Up to 16TB in a single file.
Now, let's clarify something. Directories are not the same as files. A directory can contain many files. Files themselves are individual units of application data. One MP3 would be considered a "file". The folder that organizes them is called a "directory". Directories can be as large as they need to be, containing as many files as needed. Files, however, may not exceed 16TB in size.