Is there any router to support bandwidth > 1GBit ?

On "lan" side lots

on "wan" side who cares

You could find all sorts of enterprise-grade routers that could handle that... but why would you need it?

If you're talking about a simple border router for a local network (the border router is the one that handles your traffic out to the internet), your connection speed to the internet will be orders of magnitude slower than gigabit speed, making gigabit completely unnecessary for that interface. In fact, on almost any conventional cable/DSL connection, you could probably make do with an old 10baseT ethernet card for the WAN side of your router and not even saturate THAT. You wouldn't even come close to saturating a 100baseT card... and a 1000baseT card would be total overkill.

For connecting different network segments, you could build your own router with Linux, an old PC, and a few Ebay'd gigabit ethernet cards for far cheaper than purchasing an enterprise-grade rack-mount router.

I guess it depends on how much hacking you feel like doing.