For large applications, NTFS supports spanning volumes, which means files and directories can be spread out across several physical disks.

File Systems (FAT, HPFS, NTFS)
Contains brief technical descriptions of the FAT file system, VFAT, HPFS, and NTFS.

Understanding File System Options
Whether you're looking for a refresher on files systems or want to learn the difference between FAT file systems vs. NTFS file systems, this tutorial explains the ins and outs, and pros and cons of each.