Large in physical size, not in storage capacity. Computer enthusiast Christopher Parish modified a vintage "DEC RL02" drive -- as big as a decent PC case -- from the '70s so it can connect to modern PCs via USB. Technically this might be the largest and the heaviest USB storage device in the world.
That removable platter in the top pic that looks like a washing machine can only hold around 10MB of data, so you might need around 6650 of these for GTA V.
Here's Christopher Parish in Hackaday's video showing how his fun USB project works: