Here are a few candidates:
SIG P210. Cheap ones are $2,000, and they go up to about $4,000+
Pre-WWII Colt National Match guns are "out there" and will run you over $3,000 easily.
Wilson Combat sells limited-production 1911s that are just shy of the $4,000 mark. There are $3,000+ Ed Browns and $2,500+ Les Baers too. All three make more "reasonable" priced models too (though that's relative).
Pistolsmiths building one-of-a-kind guns for you from scratch are in the $3,000+ range, but pistolsmith custom work is hard to pidgeon-hole because it can include everything from a $100 action job on a Colt to a $5,000+ gold-plated ego massager.
USPSA raceguns can get very expensive very fast, especially when you are talking about guns with funky optics and add-ons and such. Prices range from merely high to heart-attack-inducing.
I know Korth charges an arm and a leg for their guns.
At what point does spending money stop giving you ANYTHING objective but a lighter wallet? For a practical weapon, I'd say about $3,000, since at that point you can have a handmade gun from scratch with nothing but the best parts done by a highly qualified pistolsmith.
That's overkill, no doubt about it, but you can at least quantifiy the material/performance advantages of every bit and piece going into the weapon at that point. Get beyond that, and you are just paying for metalworking masturbation or a highly specialized "game gun." Which are cool things if you can swing 'em.
Personally, I can't see dropping $3,000+ on a handgun, and I *like* customized guns. But at ~$2,000 it is almost dead certain that you can match $3,000+ performance 100%, and with luck and/or very judicious customizing hitting $3,000 performance with a $1,500 gun isn't unrealistic either. Heck, there are folks with $1,000 guns nipping at the heels of the accuracy and reliability of $3,000 guns, though at that price point you really do need to get lucky to play with the big dogs (at least insofar as "holy crap accuracy at distance" goes).