VirtualDub or VirtualDubMod should do it. I've used them to save AVIs over 3GB. Whether a standalone player will play it is another thing. Some have a 2GB limit.
I had a need to remux a large AVI today so I thought I'd try MeGUI's muxer. It seems if you change the device type from standard to PC (there's a drop down box) it'll use OpenDML AVI and won't split it into 2GB sections. There appears not to be a way to use it to append two AVIs together and resave them as one large AVI so if the file is already split you'll need to use VirutalDub or VirtualDubMod for that. They both seem to automatically create an OpenDML AVI for anything over 2GB (I assume as long as you don't use the "save old format AVI" option). You'll need to set the video compression mode to "direct stream copy".
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