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Brain activity is a dynamic combination of the responses to sensory inputs and its own spontaneous processing. Consequently, such brain activity is continuously changing whether or not one is focusing on an externally imposed task. Previously, we have introduced an analysis method that allows us, using Hidden Markov Models (HMM), to model task or rest brain activity as a dynamic sequence of distinct brain networks, overcoming many of the limitations posed by sliding window approaches. Here, we present an advance that enables the HMM to handle very large amounts of data, making possible the inference of very reproducible and interpretable dynamic brain networks in a range of different datasets, including task, rest, MEG and fMRI, with potentially thousands of subjects. We anticipate that the generation of large and publicly available datasets from initiatives such as the Human Connectome Project and UK Biobank, in combination with computational methods that can work at this scale, will bring a breakthrough in our understanding of brain function in both health and disease.