Lifelong Multi-Agent Path Finding (LMAPF) is a variant of MAPF where agents are continually assigned new goals, necessitating frequent re-planning to accommodate these dynamic changes. Recently, this field has embraced learning-based methods, which reactively generate single-step actions based on individual local observations. However, it is still challenging for them to match the performance of the best search-based algorithms, especially in large-scale settings. This work proposes an imitation-learning-based LMAPF solver that introduces a novel communication module and systematic single-step collision resolution and global guidance techniques. Our proposed solver, Scalable Imitation Learning for LMAPF (SILLM), inherits the fast reasoning speed of learning-based methods and the high solution quality of search-based methods with the help of modern GPUs. Across six large-scale maps with up to 10,000 agents and varying obstacle structures, SILLM surpasses the best learning- and search-based baselines, achieving average throughput improvements of 137.7% and 16.0%, respectively. Furthermore, SILLM also beats the winning solution of the 2023 League of Robot Runners, an international LMAPF competition sponsored by Amazon Robotics. Finally, we validated SILLM with 10 real robots and 100 virtual robots in a mockup warehouse environment.