Devorah Sperber's Last Supper used 20,736 spools of thread. A description of her work:

Devorah Sperber is a New York City based artist who recreates famous works of art using spools of thread. Sperber treats the spools like pixels, recreating the works of Da Vinci, Rembrandt and Van Gogh in detail. However viewers will not see the work until the move up close because most of her work is created upside down. the reason why the spools hang from the wall backwards is so that when reflected in a mirror or  metal sphere, they will appear in the correct size and proportion. The reflection also shrinks the images  and blends the spools together to create a more accurate representation of the original works.

More images here and here.