Suppose there were a largest prime number. Call it N. Now consider N! + 1. Clearly, N! + 1 does not have any number between 1 and N as a divisor. This means that either a) N! + 1 is prime, or b) N! + 1 has a prime divisor greater than N. In either case, we obtain a contradiction. Thus, there is no largest prime number.
QED. See also proof, mathematics.