Interestingly, the US Treasury has resisted calls for larger denominated notes precisely because of criminal concerns. Cops don't want criminal organizations to be able to carry more than a million or two in a suitcase.
I really wish I had that in China. Sometimes when paying the landlord, I would need a bag full of 20K RMB, at 100 RMB a note, which is 200 notes. When my landlord wanted bi-yearly rent, it was easier to go to the bank and just do a transfer (electronic banking isn't done in English, unfortunately).