I've heard two possible explanations. First, the limits (25 campaigns, 100 Ad Groups, etc.) are relative to each other. Use fewer campaigns, you get more Ad Groups. That still doesn't explain how you could get to 10,000 though.
I've also heard that the AdWords team has been known to remove the limits from certain 'special' accounts. Start spending 6 to 7 figures per month, and I think they let little things like Ad Group limits slide.
I think it is worth saying that there are at least a couple of things in common among advertiser who request - and subsequently receive - such adjustments: their accounts are cleanly configured and they are making very effective use of their existing keywords, ad groups, and campaigns.
AWA