There are a couple of peices of equipment that break your hp limit to a max of 99,999 those are:

Adaman Bangle - Its a rare steal from a Grand Panzer, and you can get it in missions 7-4-6, 9-2-4, 9-5-4

Genji Armor - get 100% on all DMW characters

God Slayer (Divine Slayer) - Beat Minerva on mission 9-6-6

Soul of Heike - Complete all missions

The Adaman Bangle only breaks the HP limit, the genji armor breaks hp limit and adds auto-endurance and auto-regen, the god slayer breaks hp, ap, mp limits adds +100% to hp,ap, and mp, add +50 to all stats and auto-libra. Soul of Heike break hp, ap, mp limits, absorbs all elements adds death, poison, silence, stop, and stun to the fight comand and to many other abilities, it also adds auto-potion, increases drop rate, 100% successfull steal, all itmes dropped and stolen are rare, doubles gil, itmes and materia droped from enimies, smart consumer level 1 (increases itme effect), double magic, auto-libra, and SP Master level 1.