As CBMatt mentioned it's likely due to the thread being to large. If it has more than 6-10 pages of posts it will likely time out. Every server / SQL server has some type of time out set, if a request exceeds that limit it will stop the load process and your browser will generate an error because it was unable to load.
This is done to prevent servers from getting overloaded with lots of processes that are stuck at loading. If it's not a big thread please link to the thread your trying to view all the posts of.