Warships, obviously. USS Maine was priced at $4,677,788, and even most cruisers ran above $1,000,000 in the final decades of 19th century.
Large ships in general. SS Great Eastern did cost more than $6,000,000. Even less ambitious projects, like SS Servia could cost more than $1,000,000.
Large civic projects. Brooklyn Bridge, for example - $15,500,000.