I do not believe there's a single wallet that holds 1 million btc. Like many already pointed out, the highest amount of btc a wallet has ever held is 143k btc. However, it is possible that one person holds even more than a million units of btc by storing them in multiple wallets.
You should also know that only person or people that could have that huge amount of btc would be either Satoshi himself or very adopters of bitcoin. As the current price of bitcoin, it's way to expensive to buy that huge amount of btc.