The autofilter doesn't have a limit (other than the maximum
rows on a worksheet). Where there is a limitation is on the
number of items displayed on a filtered drop down and that
limit is 1000.
If you have more than 1000 unique entries in one of the drop downs,
only the first 1000 will be displayed.
One workaround (sloppy) is to add another column to
filter the data into smaller chunks.
e.g.
Column A has dates for 10 years (well over the 1000
display limitation). Insert a column to the left of A and
place the corresponding year only in the cells.
Then if you wanted to look for something, you could filter
on the year first and then the date.