Here's a short (3 minute) video from December covering an improvement on performance introduced in MSMQ 5.0. I'm not sure it's worth the coverage as the number of systems with vast numbers of queues is pretty small but there you go.

Microsoft Message Queuing (MSMQ) - Improved Queue Handling 

Again voiced by Nancy Strickland and with poor video quality - there must be a better way to encode a text-based PowerPoint slide deck.