Depends on the car. If you have a tiny engine, then it will use large amounts of fuel at high speeds. If you have a large engine, it will use less. My personal experience:
Peugeot Partner 2.0 HDi - 6-7l/100km when driving in city traffic, 12-13l/100km when driving at 140km/h,
Land Rover Discovery 3 4.4L V8 - 15-16l/100km when driving in city traffic, 9-10l/100km when driving at 140km/h.
Basically your engine should stay below 3000rpm - if you have to keep it at 4000rpm just to maintain a certain speed then it's too much for the engine and it's not being efficient.