If you want to find out only whether or not the files are identical, you can use the Windows fc command in binary mode:
fc.exe /b file1 file2
For details, see the reference for fc
A few possibilities:
VBinDiff (binary diff, designed for large files)
WinDiff
bsdiff
HexCmp
See also: https://web.archive.org/web/20151122151611/https://stackoverflow.com/questions/688504/binary-diff-tool-for-very-large-files