Making multigrid algorithms run efficiently on large parallel computers is a challenge. Without clever data structures the communication overhead will lead to an unacceptable performance drop when using thousands of processors. We show that with a good implementation it is possible to solve a linear system with 1011 unknowns in about 1.5 minutes on almost 10,000 processors. The data structures also allow for efficient adaptive mesh refinement, opening a wide range of applications to our solver.