"A million pins" is doable, but also expensive.
A brainless approach is to use 250k units of my Siglent SDS1104X-E 100MHz scope and then wire them together in a LAN. It would be a building full of oscilloscopes, so maybe you want to go a bit more compact. For example, this:
https://www.ni.com/nl-nl/shop/model/pxie-4300.html is a 16 channel PXI module and there are lots of similar modules in different resolutions, channels, bandwith, etc. Pickering makes high channel count multiplexer modules for PXI buses.
Also, if you're going to buy a system of this size then a manufacturer will be very happy to design custom hardware according to your specifications. (For example an extra sync input).
Also: Make a quick calculation of the cost and size of such a setup. This will learn you that such a system is:
* Nearly always cost prohibitive.
* Needs a budget that easily allows for custom design.
* Makes custom design (bandwith, resolution, accuracy, etc) mandatory to keep costs somewhat reasonable.
Depending on the specifications, accuracy bandwidth, etc, it can also be relatively easy to DIY for an "affordable" cost. An affordable system is likely to consist of microcontroller based modules that each handle a number of inputs, and are then networked together (RS485, CAN, Ethernet, etc). RS485 and CAN would need a lot of extra (de) multiplexing. With Ethernet you can use standard routers (127.x.x.x has 24 bit = 4M address range) But even with 10GBps Ethernet (on the back bone) the bandwidth for each channel would still be limited to 10kbit/s per channel. But there is also
https://en.wikipedia.org/wiki/100_Gigabit_Ethernet.You can also have a look at the custom hardware that CERN has built. They have a many channel setup that produces bursts of Peta bytes per second and have FPGA based systems to discard nearly all of the generated data and filter out the interesting bits to be saved.
So I think the overall picture should be clear from this. You start with a list of requirements (voltage ranges, resolution, bandwidth, budget, etc) and from there you divide the system into modules. And if you find a solution that fits within your budget, then you can proceed with the actual design / setup.