From: http://www.sitemaps.org/protocol.html :
If you want to list more than 50,000 URLs, you must create multiple Sitemap files <...> If you do provide multiple Sitemaps, you should then list each Sitemap file in a Sitemap index file. Sitemap index files may not list more than 50,000 Sitemaps and must be no larger than 10MB (10,485,760 bytes) and can be compressed. You can have more than one Sitemap index file.
Is it possible then to create a 3- or more tiered chain? For example:
//mysite/sitemap.xml is:
<?xml version="1.0" encoding="UTF-8"?>
<sitemapindex xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
<sitemap>
<loc>http://mysite/sitemaps/index.xml</loc>
<lastmod>2004-10-01T18:23:17+00:00</lastmod>
</sitemap>
</sitemapindex>
//mysite/sitemaps/index.xml is:
<?xml version="1.0" encoding="UTF-8"?>
<sitemapindex xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
<sitemap>
<loc>http://mysite/sitemaps/sitemap-lm.xml.gz</loc>
</sitemap>
<sitemap>
<loc>http://mysite/sitemaps/sitemap-1.xml.gz</loc>
</sitemap>
....
</sitemapindex>
and //mysite/sitemaps/sitemap-lm.xml.gz is a normal gzipped XML-file, passing validation and so on.
Id est:
/robots.txt -> /sitemap.xml -> /sitemaps/sitemapslist.xml -> /sitemaps/sitemap-1.xml.gz
The specification doesn't give a clear answer.
Google and personal input both have yelded inconclusive and contradictory answers, ranging from "sure, why not" to "no, because nobody does it that way".
Any ideas would be welcome!
You can have more than one Sitemap index file.gives clue - Iłya Bursov