It'd be nice, but entirely unfeasible with the usual RTS controls, or those of the TW series for that matter. If such a scale were to be achieved there'd have to be some kind of ordering system akin to what can be found in games such as Spartan or Legion Arena, where control is for the largest part indirect: armies would be set up before the battle, whilst each unit gets orders (for instance to wait until another specific unit moves, then to march forward) before the battle, and any further orders after the planning phase take longer to be followed depending on the distance of the general and some kind of 'command points' meter. More complex orders in the middle of a battle, or orders requiring more discipline (such as ordering cavalry to flank the enemy or ordering a false retreat) would cost more of such command points than simply ordering certain units to advance, or to fire at will.
Edit: perhaps a TW style control system for smaller skirmishes, and the above system for when troops exceed a certain number? After all, not all battles were fought with huge numbers, probably not even a majority.
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