There have been a large number of bombings and shootings during Arba'een and they are always accompanied with accounts of the millions upon millions of people in attendance.
Some examples: http://www.presstv.ir/detail/2013/01/01/281304/muslims-heading-to-karbala-for-arbaeen/
http://original.antiwar.com/updates/2012/01/14/iraq-arbaeen-attacks-leave-71-killed-145-wounded/
List of Dates: http://www.timeanddate.com/holidays/iran/arbaeen
http://www.listedium.com/wp-content/uploads/2013/01/1e6ce2ca988e1bd21accb1a98d7997b5-orig.jpg
Funeral of Umm Kulthum, 2-4.5 Million
Ayatollah Khomeini Funeral 2-10 Million (estimates vary wildly): http://www.youtube.com/watch?v=2k7mpnPJWDo
Pope John Paul II Funeral 250,000 directly during mass, 3-4 Million total: http://2.bp.blogspot.com/-xcZv1UwtdZc/TaY8RK1Ns_I/AAAAAAAACCU/SB1Fmqaujkk/s1600/arial.jpg
Just a year ago, Tahir square held an estimated 14 million during protests, albeit over the span of a couple of weeks: http://www.newyorker.com/online/blogs/newsdesk/2013/07/tahrir-square-egypt-military-coup.html
http://en.wikipedia.org/wiki/Kumbh_Mela#2013_2
http://www.youtube.com/watch?v=cQNoimABjMQ (50+ minutes)
http://www.youtube.com/watch?v=WRrIQmBwb_s (2 minutes)
This is where the world-famous pictures of people bathing in the disgusting parts of the Ganges river (sometimes next to corpses) typically come from.
Very nice blog with some beautiful pictures (Though slow-loading): http://blogs.reuters.com/india/2013/02/19/photo-gallery-allahabad-maha-kumbh-mela-2013/
Next occurrence: 2015 Kumbh Mela in Nashik (August 15 to September 13, 2015)
As a note, large gatherings are often poorly estimate by both the attendees and any political factions who could possibly gain anything by overstating attendance.
Others of note:
El Shaddai (Phillipines), Black Nazarene (Phillipines) both estimated between 4-8 Million
Rod Stewart at Copacabana Beach 1994 (2-3.5 Million)