Alternative To <select> For Large Number Of Values?

My users have to select an value from a fixed selection of values. The
obvious choice of control for such a requirement is to use a <select> (i.e.
a combo box).

My problem is that sometimes, these combo boxes will have a *large* number
of values. There could be any number of values in them from 5 to 5 million
(unlikely it would be this large but possible).

Obviously 5 million is far too much to populate a <select> control with.
Does anyone have any suggestion as to how a user could select a value from a
*potentially* very large selection of values (i.e a suitable alternative to
the <select> control)?