Victoria is actually extremely well placed in terms of entertainment venues, with Save-On able to deal with audiences up to around 8000+, the Royal able to accommodate just over 1450, the UVIC theater at around 1200, the McPherson Theater at around 800, and on down to the rather sizable number of smaller venues that can deal with anywhere from 50 to a couple of hundred patrons.
Selling more than 8000 tickets in Victoria for any event, regardless of who or what it is would be highly unlikely, but not totally impossible ... it might happen once every decade or so.
The next "rung" up the venue ladder from around 10,000 capacity is up around 30,000 to 50,000 (B.C. Place holds around 55,000 folks) ... and there's not many shows that can sell out a venue that size.
Likely the largest number of tickets sold to a single event in Victoria was the Commonwealth Games opening ceremonies, with around 35,000 paid ticket buyers in attendance.