I have a C# windos application. I want to show nearly 1 lakh invoice
numbers for multiple selection in a search screen. Can you give me a
best strategy ? Is it possible bulk data in a list box?

Is that 100,000? In which case, trying to display that many to a user
often isn't the best option from a usability perspective. However,
that aside, many controls support virtual mode; as a starter:
http://mmofx.com/codedetails.aspx?A=407
(or look as MSDN2)

Marc