First, what is a "list of primes"? It's some fixed storage in a format that would allow me to know all members of an arbitrary set S of integers, for the special case that S is a subrange of the set of primes. For example "11, 13, 17, 19" is a list of primes. Given this list (and if you trust me) you can know four consecutive primes.
You can store a list of primes in a quite compact way. For example, just store the first prime in the list, followed by the differences between each prime and the next prime, compressed with a good compression algorithm. In my example, "11,2,4,2" would represent 11, 11+2 = 13, 13+4 = 17, 17+2 = 19. I would estimate that you can store a large list of primes using about 1 byte per prime.
Now I just bought a 4TB hard drive for about £70. So at a cost of £70 I can store a list of about 4 trillion primes. If I wanted to store the largest list I'd spend £100,000 (my wife would kill me) for 1,400 such hard drives and store a list of almost 6 quadrillion bytes. And that would probably be the largest complete list of known primes because ...
... because nobody in their right mind would do that! If you wanted the first billion primes greater than one quadrillion, I wouldn't read my list from one of these hard drives. I would create a prime sieve in the memory of my computer and calculate it on the spot. Cheaper and faster than reading a list.
You will find lists of special primes. Say "complete list of known primes of the form $2^n-1$ for some integer n ≥ 1". But storing a list of all primes is just nonsense.
PS. These 6 quadrillion bytes at a cost of £100,000, at about 1 byte per prime due to compression, could store a list of primes up to $120 \cdot 10^{15}$. I'd be willing to send you a list of primes up to $80 \cdot 10^{12}$ on a large hard drive for say $500, which would pay for some of the cost creating the list.
PPS. A "list" of known primes would have to be recorded. A number x that has at some point be determined to be a prime is not a "known prime" if it is not recorded. (Given a list of known primes, I can determine whether x is prime or not by checking that it would be in the list if it was prime due to the list size, and then checking whether it is on the list. If nobody recorded that x is prime then I cannot do this). And nobody records large lists of known primes because it is pointless. You wouldn't use a list to determine if x is prime.