Most of the really high-horsepower diesels are running sequential (series) twin turbochargers, which produce as much as 100 psi boost (one Cummins-engined Ford F-350 produces 130 psi boost!). Twin turbo kits cost ~$4500. As head mentioned, bigger injectors and head work are needed along with a special high-output fuel injection pump. This can add up to quite a bit of money.
I have a
TST PowerMaxCR on my 2003 Dodge/Cummins. You can get some pretty impressive gains from just this "chip", but my stock clutch gives out on anything above about power level 5.