In case you are not following my Indigo REST/POX series, I quote one paragraph from today's Part 7 that is well worth to be quoted out of context. It talks about (SOAP-) messages and the misconception that a message is a small thing:
There’s no specification that says that you cannot stick 500 Terabyte or 500 Exabyte worth of data (think 365x24 live 1080i video streams) into a single message. As long as you have some reason to believe that the sender will eventually, in 20 years from now, give you “</soap:Body></soap:Envelope>” to terminate the message, the message can be assumed to be well-formed and complete.
The WCF transports that support "streamed" transfer-mode (all except MSMQ) all consider messages to be monsters like that when streaming is enabled. I have a bit more on the streaming mode in today's part of the series.